+196.2%
ITW vs AMC
-98.7%
+294.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.4% |
| 7D | +0.5% | +5.5% | -5.0% | +0.4% |
| 30D | +9.1% | +16.1% | -7.1% | +8.7% |
| 3M | -1.6% | +43.0% | -44.5% | -2.3% |
| 6M | +14.5% | +130.7% | -116.2% | +12.2% |
| YTD | +19.2% | +121.8% | -102.6% | +16.7% |
| 1Y | +20.9% | +40.7% | -19.7% | +19.4% |
| 3Y | +33.1% | -56.8% | +89.9% | +32.7% |
| 5Y | +38.2% | -99.1% | +137.3% | +43.1% |
| 10Y | +196.2% | -98.7% | +294.8% | +186.2% |
| All | +196.2% | -98.7% | +294.8% | +186.2% |
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