+33.1%
ITW vs AME
+64.2%
-31.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.2% | +0.1% |
| 7D | +2.3% | +5.9% | -3.5% | -0.4% |
| 30D | +6.7% | -1.9% | +8.6% | +7.2% |
| 3M | -0.5% | -5.4% | +4.8% | +1.7% |
| 6M | +16.4% | +4.9% | +11.5% | +12.6% |
| YTD | +19.0% | +18.5% | +0.5% | +7.8% |
| 1Y | +20.2% | +25.5% | -5.3% | +5.8% |
| 3Y | +33.1% | +63.0% | -29.9% | +2.8% |
| All | +33.1% | +64.2% | -31.1% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 3y: compounded portfolio wealth divided by compounded AME 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…
3y analysis · Full analysis span regression · 6 months rolling