+11.7%
AMZN vs ITW
+4.8%
+6.8%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.8% |
| 7D | -0.7% | -0.7% | +0.1% | -0.6% |
| 30D | -3.9% | -8.3% | +4.4% | -3.1% |
| 3M | +6.3% | +6.0% | +0.3% | +5.2% |
| 6M | +20.8% | 0.0% | +20.8% | +19.6% |
| YTD | +11.2% | +10.2% | +1.0% | +8.4% |
| 1Y | +11.7% | +3.2% | +8.5% | +6.4% |
| All | +11.7% | +4.8% | +6.8% | +6.4% |
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