+195.0%
ITW vs AMC
-98.8%
+293.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.3% |
| 7D | +2.3% | +3.5% | -1.2% | +2.3% |
| 30D | +6.7% | +12.5% | -5.8% | +6.4% |
| 3M | -0.5% | +23.6% | -24.1% | -1.0% |
| 6M | +16.4% | +144.4% | -128.0% | +14.0% |
| YTD | +19.0% | +108.3% | -89.4% | +16.7% |
| 1Y | +20.2% | +38.9% | -18.7% | +18.7% |
| 3Y | +33.1% | -58.9% | +91.9% | +32.8% |
| 5Y | +35.7% | -99.2% | +134.9% | +40.7% |
| All | +195.0% | -98.8% | +293.8% | +186.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling