+9,757.5%
ITW vs AME
+19,084.3%
-9,326.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.2% | +0.1% |
| 7D | +2.3% | +5.9% | -3.5% | -0.2% |
| 30D | +6.7% | -1.9% | +8.6% | +7.2% |
| 3M | -0.5% | -5.4% | +4.8% | +1.4% |
| 6M | +16.4% | +4.9% | +11.5% | +13.2% |
| YTD | +19.0% | +18.5% | +0.5% | +9.5% |
| 1Y | +20.2% | +25.5% | -5.3% | +7.9% |
| 3Y | +33.1% | +63.0% | -29.9% | +5.4% |
| 5Y | +35.7% | +78.3% | -42.6% | +3.6% |
| 10Y | +194.0% | +447.1% | -253.1% | +43.2% |
| All | +9,757.5% | +19,084.3% | -9,326.9% | +1,797.1% |
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