+565.7%
AMZN vs ITW
+194.8%
+370.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.5% |
| 7D | -0.7% | -0.7% | +0.1% | -0.3% |
| 30D | -3.9% | -8.3% | +4.4% | -0.2% |
| 3M | +6.3% | +6.0% | +0.3% | +3.1% |
| 6M | +20.8% | 0.0% | +20.8% | +20.0% |
| YTD | +11.2% | +10.2% | +1.0% | +5.3% |
| 1Y | +11.7% | +3.2% | +8.5% | +8.7% |
| 3Y | +79.4% | +21.0% | +58.5% | +61.2% |
| 5Y | +48.0% | +37.9% | +10.1% | +24.4% |
| All | +565.7% | +194.8% | +370.8% | +318.2% |
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