+567.7%
ITW vs AMCR
+96.6%
+471.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -2.4% | -5.0% | +2.6% | -0.7% |
| 30D | -9.5% | -8.0% | -1.6% | -7.0% |
| 3M | +6.6% | +14.3% | -7.6% | +1.9% |
| 6M | -1.8% | +5.3% | -7.1% | -3.9% |
| YTD | +9.0% | +7.7% | +1.3% | +5.5% |
| 1Y | +3.6% | +10.8% | -7.3% | -0.8% |
| 3Y | +19.4% | +9.6% | +9.9% | +13.7% |
| 5Y | +36.4% | -10.2% | +46.6% | +38.1% |
| 10Y | +190.0% | +16.5% | +173.5% | +163.7% |
| All | +567.7% | +96.6% | +471.1% | +497.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling