+30.6%
ITW vs AMBA
+16.7%
+13.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.1% | -7.7% | -2.1% |
| 7D | +0.9% | -7.2% | +8.1% | +1.4% |
| 30D | +7.6% | -10.4% | +18.0% | +8.4% |
| 3M | -4.0% | -30.1% | +26.1% | -1.4% |
| 6M | +9.2% | -22.4% | +31.6% | +9.4% |
| YTD | +16.2% | -17.3% | +33.6% | +14.9% |
| 1Y | +17.9% | -35.4% | +53.3% | +19.4% |
| 3Y | +30.6% | +18.6% | +12.0% | +16.0% |
| All | +30.6% | +16.7% | +13.9% | +16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling