+11,477.5%
AMD vs ITW
+9,591.0%
+1,886.5%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.6% | +5.3% | +5.1% |
| 7D | +2.6% | -3.6% | +6.1% | +5.1% |
| 30D | -0.9% | -9.1% | +8.2% | +5.6% |
| 3M | -8.7% | +8.2% | -16.9% | -14.2% |
| 6M | +136.3% | -4.8% | +141.1% | +141.8% |
| YTD | +123.0% | +11.0% | +112.0% | +104.0% |
| 1Y | +195.2% | +4.2% | +190.9% | +178.6% |
| 3Y | +336.3% | +17.3% | +319.1% | +278.9% |
| 5Y | +334.5% | +33.0% | +301.5% | +252.2% |
| 10Y | +6,259.1% | +182.3% | +6,076.8% | +2,911.5% |
| All | +11,477.5% | +9,591.0% | +1,886.5% | +1,076.1% |
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