+199.9%
ITW vs AMBA
+12.8%
+187.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.3% | -3.2% | +1.4% |
| 7D | -1.1% | 0.0% | -1.1% | -1.2% |
| 30D | +8.6% | -8.6% | +17.1% | +9.6% |
| 3M | -2.7% | -29.0% | +26.2% | +1.3% |
| 6M | +14.0% | -19.2% | +33.2% | +13.9% |
| YTD | +18.6% | -13.0% | +31.6% | +16.4% |
| 1Y | +19.8% | -31.3% | +51.0% | +21.0% |
| 3Y | +34.8% | +28.1% | +6.7% | +17.7% |
| 5Y | +37.5% | -69.4% | +106.9% | +40.0% |
| 10Y | +199.9% | +7.6% | +192.3% | +110.7% |
| All | +199.9% | +12.8% | +187.1% | +110.7% |
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