+3.3%
ITW vs AMBA
-24.5%
+27.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.5% | -0.6% |
| 7D | -0.4% | -6.4% | +6.0% | -0.2% |
| 30D | -9.4% | -26.8% | +17.4% | -8.5% |
| 3M | +7.1% | -7.6% | +14.7% | +6.7% |
| 6M | -1.9% | +21.2% | -23.0% | -4.6% |
| YTD | +10.4% | -10.4% | +20.8% | +9.2% |
| 1Y | +3.3% | -24.4% | +27.7% | +2.3% |
| All | +3.3% | -24.5% | +27.8% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling