+440.3%
AXP vs ITW
+212.0%
+228.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.0% | -0.6% |
| 7D | -1.1% | -1.1% | 0.0% | -0.2% |
| 30D | +5.2% | +8.6% | -3.3% | -1.4% |
| 3M | -4.6% | -2.7% | -1.9% | -2.7% |
| 6M | +3.2% | +14.0% | -10.7% | -7.9% |
| YTD | -11.3% | +18.6% | -30.0% | -24.4% |
| 1Y | -11.0% | +19.8% | -30.8% | -24.8% |
| 3Y | +120.2% | +34.8% | +85.4% | +67.6% |
| 5Y | +91.7% | +37.5% | +54.2% | +41.0% |
| 10Y | +440.3% | +199.9% | +240.4% | +128.9% |
| All | +440.3% | +212.0% | +228.4% | +128.9% |
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