+22.9%
ITW vs AMDL
+108.7%
-85.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +2.4% |
| 7D | +6.3% | -30.7% | +37.0% | +6.2% |
| 30D | +11.1% | -43.8% | +54.8% | +11.0% |
| 3M | +0.1% | -24.5% | +24.6% | +0.1% |
| 6M | +18.1% | +44.7% | -26.6% | +17.7% |
| YTD | +21.4% | +204.0% | -182.6% | +20.2% |
| 1Y | +22.9% | +109.1% | -86.2% | +20.7% |
| All | +22.9% | +108.7% | -85.8% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 1y: compounded portfolio wealth divided by compounded AMDL 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…
1y analysis · Full analysis span regression · 6 months rolling