+185.8%
ITW vs AMBA
-5.3%
+191.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.5% | -0.7% |
| 7D | -0.4% | -6.4% | +6.0% | +0.4% |
| 30D | -9.4% | -26.8% | +17.4% | -5.6% |
| 3M | +7.1% | -7.6% | +14.7% | +6.5% |
| 6M | -1.9% | +21.2% | -23.0% | -7.4% |
| YTD | +10.4% | -10.4% | +20.8% | +8.5% |
| 1Y | +3.3% | -24.4% | +27.7% | +2.9% |
| 3Y | +21.0% | +6.0% | +15.0% | +9.4% |
| 5Y | +36.3% | -53.9% | +90.2% | +29.9% |
| 10Y | +185.8% | -6.2% | +191.9% | +108.0% |
| All | +185.8% | -5.3% | +191.0% | +108.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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