+337.5%
AMD vs ITW
+34.1%
+303.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.6% | +5.3% | +5.1% |
| 7D | +2.6% | -3.6% | +6.1% | +5.5% |
| 30D | -0.9% | -9.1% | +8.2% | +6.7% |
| 3M | -8.7% | +8.2% | -16.9% | -15.8% |
| 6M | +136.3% | -4.8% | +141.1% | +141.8% |
| YTD | +123.0% | +11.0% | +112.0% | +97.3% |
| 1Y | +195.2% | +4.2% | +190.9% | +172.8% |
| 3Y | +336.3% | +17.3% | +319.1% | +247.3% |
| All | +337.5% | +34.1% | +303.4% | +174.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ITW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling