-7.3%
AMT vs ITW
+4.0%
-11.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | -2.7% | -2.4% | -0.3% | -2.2% |
| 30D | +2.0% | -9.5% | +11.6% | +4.0% |
| 3M | -9.3% | +6.6% | -15.9% | -10.9% |
| 6M | -5.2% | -1.8% | -3.5% | -4.7% |
| YTD | +0.5% | +9.0% | -8.6% | -1.2% |
| 1Y | -7.3% | +3.6% | -10.8% | -8.9% |
| All | -7.3% | +4.0% | -11.3% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling