+257,669.3%
AMZN vs ITW
+1,893.1%
+255,776.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | 0.0% | -0.8% |
| 7D | -1.0% | -1.9% | +0.9% | +0.1% |
| 30D | -9.2% | -10.4% | +1.1% | -3.5% |
| 3M | +3.4% | +3.5% | -0.2% | +0.8% |
| 6M | +18.2% | -3.4% | +21.6% | +19.6% |
| YTD | +9.3% | +8.5% | +0.8% | +3.0% |
| 1Y | +5.9% | +3.2% | +2.7% | +2.3% |
| 3Y | +82.6% | +18.9% | +63.7% | +61.2% |
| 5Y | +44.9% | +35.0% | +9.9% | +18.4% |
| 10Y | +564.1% | +188.6% | +375.4% | +220.1% |
| All | +257,669.3% | +1,893.1% | +255,776.2% | +27,005.8% |
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