+76.0%
AMZN vs ITW
+18.9%
+57.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | -2.7% | -2.4% | -0.3% | -1.8% |
| 30D | -7.5% | -9.5% | +2.0% | -3.8% |
| 3M | +5.8% | +6.6% | -0.8% | +2.3% |
| 6M | +17.5% | -1.8% | +19.3% | +17.6% |
| YTD | +9.1% | +9.0% | +0.1% | +3.0% |
| 1Y | +9.4% | +3.6% | +5.8% | +5.8% |
| All | +76.0% | +18.9% | +57.1% | +57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling