+347.0%
ITW vs AMC
-98.1%
+445.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.3% | -4.9% | -0.7% |
| 7D | -3.6% | +2.3% | -5.9% | -3.6% |
| 30D | -9.1% | -0.7% | -8.4% | -9.2% |
| 3M | +8.2% | +35.2% | -27.0% | +7.2% |
| 6M | -4.8% | +124.6% | -129.3% | -6.9% |
| YTD | +11.0% | +69.9% | -58.8% | +9.1% |
| 1Y | +4.2% | -2.6% | +6.8% | +3.6% |
| 3Y | +17.3% | -79.8% | +97.0% | +18.4% |
| 5Y | +33.0% | -99.4% | +132.4% | +39.8% |
| 10Y | +182.3% | -98.9% | +281.2% | +188.2% |
| All | +347.0% | -98.1% | +445.1% | +293.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling