+1,311.4%
AMT vs ITW
+1,548.3%
-236.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.8% |
| 7D | -0.2% | -3.6% | +3.3% | +1.5% |
| 30D | +4.6% | -9.1% | +13.8% | +9.5% |
| 3M | -8.4% | +8.2% | -16.7% | -12.3% |
| 6M | -6.0% | -4.8% | -1.3% | -4.5% |
| YTD | +2.1% | +11.0% | -8.9% | -3.8% |
| 1Y | -6.4% | +4.2% | -10.6% | -9.3% |
| 3Y | +8.1% | +17.3% | -9.2% | -2.7% |
| 5Y | -31.9% | +33.0% | -64.9% | -43.0% |
| 10Y | +97.1% | +182.3% | -85.2% | +7.2% |
| All | +1,311.4% | +1,548.3% | -236.9% | +180.0% |
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