+142.4%
AMT vs ITW
+192.7%
-50.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +1.5% | +2.3% | -0.8% | +0.6% |
| 30D | +6.8% | +6.7% | +0.1% | +4.0% |
| 3M | +11.2% | -0.5% | +11.8% | +11.3% |
| 6M | +12.5% | +16.4% | -3.9% | +5.2% |
| YTD | +12.5% | +19.0% | -6.5% | +4.0% |
| 1Y | +10.1% | +20.2% | -10.1% | +1.2% |
| 3Y | +16.0% | +33.1% | -17.1% | +0.5% |
| 5Y | -17.2% | +35.7% | -52.9% | -29.9% |
| All | +142.4% | +192.7% | -50.2% | +62.2% |
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