+185.1%
ITW vs AMC
-99.0%
+284.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.5% | +0.5% |
| 7D | -2.4% | -7.1% | +4.7% | -2.2% |
| 30D | -9.5% | -1.7% | -7.9% | -9.5% |
| 3M | +6.6% | +13.5% | -6.8% | +6.1% |
| 6M | -1.8% | +112.6% | -114.4% | -3.6% |
| YTD | +9.0% | +51.3% | -42.3% | +7.6% |
| 1Y | +3.6% | -14.5% | +18.1% | +3.2% |
| 3Y | +19.4% | -67.1% | +86.6% | +19.6% |
| 5Y | +36.4% | -99.5% | +135.9% | +42.8% |
| All | +185.1% | -99.0% | +284.1% | +179.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AMC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling