+37.6%
ITW vs AMP
+122.1%
-84.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.9% |
| 6M | 0.0% | +24.6% | -24.6% | -9.8% |
| YTD | +10.2% | +14.8% | -4.6% | +2.6% |
| 1Y | +3.2% | +12.8% | -9.6% | -3.3% |
| 3Y | +21.0% | +69.0% | -48.0% | -8.9% |
| All | +37.6% | +122.1% | -84.6% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling