+464.9%
AXP vs ITW
+185.4%
+279.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.4% |
| 7D | +0.6% | -0.4% | +1.0% | +0.9% |
| 30D | -4.3% | -9.4% | +5.1% | +3.4% |
| 3M | +4.7% | +7.1% | -2.4% | -1.5% |
| 6M | +9.0% | -1.9% | +10.8% | +9.4% |
| YTD | -11.1% | +10.4% | -21.6% | -19.5% |
| 1Y | +1.3% | +3.3% | -2.0% | -3.3% |
| 3Y | +114.5% | +21.0% | +93.5% | +78.8% |
| 5Y | +118.0% | +36.3% | +81.7% | +61.6% |
| 10Y | +464.9% | +185.8% | +279.1% | +169.4% |
| All | +464.9% | +185.4% | +279.5% | +169.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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