+188.3%
ITW vs AMP
+589.3%
-401.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.8% |
| 7D | -0.7% | -0.5% | -0.2% | -0.5% |
| 30D | -8.3% | -1.3% | -7.0% | -7.8% |
| 3M | +6.0% | +24.2% | -18.2% | -4.1% |
| 6M | 0.0% | +24.6% | -24.6% | -10.0% |
| YTD | +10.2% | +14.8% | -4.6% | +2.4% |
| 1Y | +3.2% | +12.8% | -9.6% | -3.5% |
| 3Y | +21.0% | +69.0% | -48.0% | -7.9% |
| 5Y | +37.9% | +124.9% | -86.9% | -10.1% |
| All | +188.3% | +589.3% | -401.0% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling