-30.9%
AMT vs ITW
+33.8%
-64.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.6% | +0.5% |
| 7D | +1.5% | -1.9% | +3.3% | +2.2% |
| 30D | +3.7% | -10.4% | +14.1% | +8.4% |
| 3M | -7.2% | +3.5% | -10.7% | -9.0% |
| 6M | -4.2% | -3.4% | -0.8% | -3.3% |
| YTD | +1.9% | +8.5% | -6.6% | -2.5% |
| 1Y | -6.4% | +3.2% | -9.6% | -8.6% |
| 3Y | +7.7% | +18.9% | -11.2% | -4.0% |
| 5Y | -30.9% | +35.0% | -65.9% | -44.7% |
| All | -30.9% | +33.8% | -64.7% | -44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling