+9,052.6%
ITW vs AME
+18,712.2%
-9,659.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.4% | +2.8% | -3.2% | -1.7% |
| 30D | -9.4% | -6.3% | -3.2% | -6.9% |
| 3M | +7.1% | +5.4% | +1.7% | +4.5% |
| 6M | -1.9% | +7.4% | -9.3% | -5.2% |
| YTD | +10.4% | +16.2% | -5.7% | +3.0% |
| 1Y | +3.3% | +26.8% | -23.5% | -7.5% |
| 3Y | +21.0% | +57.5% | -36.5% | -2.3% |
| 5Y | +36.3% | +84.8% | -48.5% | +3.0% |
| 10Y | +185.8% | +424.3% | -238.5% | +42.2% |
| All | +9,052.6% | +18,712.2% | -9,659.7% | +1,684.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling