+188.3%
ITW vs AMCR
+14.6%
+173.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.8% |
| 7D | -0.7% | -6.3% | +5.5% | +2.1% |
| 30D | -8.3% | -7.8% | -0.5% | -5.1% |
| 3M | +6.0% | +7.5% | -1.5% | +2.5% |
| 6M | 0.0% | +2.7% | -2.7% | -1.9% |
| YTD | +10.2% | +6.0% | +4.2% | +6.1% |
| 1Y | +3.2% | +7.8% | -4.6% | -1.6% |
| 3Y | +21.0% | +5.8% | +15.2% | +14.2% |
| 5Y | +37.9% | -11.6% | +49.5% | +40.6% |
| All | +188.3% | +14.6% | +173.6% | +148.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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