+100.6%
AMT vs ITW
+191.6%
-91.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.6% |
| 7D | -2.7% | -2.4% | -0.3% | -1.8% |
| 30D | +2.0% | -9.5% | +11.6% | +6.1% |
| 3M | -9.3% | +6.6% | -15.9% | -11.9% |
| 6M | -5.2% | -1.8% | -3.5% | -5.1% |
| YTD | +0.5% | +9.0% | -8.6% | -3.7% |
| 1Y | -7.3% | +3.6% | -10.8% | -9.4% |
| 3Y | +6.2% | +19.4% | -13.2% | -3.6% |
| 5Y | -31.2% | +36.4% | -67.6% | -41.6% |
| All | +100.6% | +191.6% | -91.0% | +42.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling