+10,785.8%
AMD vs ITW
+10,044.9%
+740.9%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.6% | +12.6% | +12.1% |
| 7D | -11.0% | +0.9% | -11.9% | -11.7% |
| 30D | -30.5% | +7.6% | -38.1% | -34.0% |
| 3M | -8.2% | -4.0% | -4.2% | -6.3% |
| 6M | +6.6% | +9.2% | -2.6% | -1.0% |
| YTD | +109.7% | +16.2% | +93.4% | +84.9% |
| 1Y | +88.9% | +17.9% | +71.0% | +64.1% |
| 3Y | +301.8% | +30.6% | +271.2% | +222.8% |
| 5Y | +229.4% | +35.2% | +194.2% | +162.8% |
| 10Y | +6,745.1% | +212.2% | +6,532.9% | +2,914.9% |
| All | +10,785.8% | +10,044.9% | +740.9% | +966.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling