+22.9%
ITW vs AMP
+18.6%
+4.3%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.5% | -2.1% | +1.1% |
| 7D | +6.3% | +7.7% | -1.4% | +4.0% |
| 30D | +11.1% | +6.6% | +4.5% | +9.0% |
| 3M | +0.1% | -4.7% | +4.8% | +1.1% |
| 6M | +18.1% | +12.9% | +5.2% | +14.3% |
| YTD | +21.4% | +8.6% | +12.8% | +16.3% |
| 1Y | +22.9% | +18.2% | +4.6% | +14.1% |
| All | +22.9% | +18.6% | +4.3% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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