-13.7%
AXP vs ITW
+19.7%
-33.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.3% |
| 7D | -2.1% | +0.5% | -2.6% | -2.3% |
| 30D | +2.7% | +7.7% | -5.0% | 0.0% |
| 3M | -7.3% | -1.3% | -5.9% | -6.8% |
| 6M | +1.8% | +15.5% | -13.7% | -4.0% |
| YTD | -13.1% | +18.6% | -31.7% | -21.8% |
| 1Y | -13.7% | +19.8% | -33.5% | -23.9% |
| All | -13.7% | +19.7% | -33.4% | -23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling