+6,524.1%
AXP vs ITW
+10,044.9%
-3,520.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.3% | -0.2% |
| 7D | +0.6% | +0.9% | -0.3% | 0.0% |
| 30D | +5.8% | +7.6% | -1.8% | +0.9% |
| 3M | -6.0% | -4.0% | -2.0% | -3.6% |
| 6M | +0.3% | +9.2% | -8.9% | -5.9% |
| YTD | -12.3% | +16.2% | -28.5% | -21.6% |
| 1Y | -11.2% | +17.9% | -29.2% | -21.5% |
| 3Y | +117.0% | +30.6% | +86.4% | +79.6% |
| 5Y | +93.2% | +35.2% | +58.0% | +55.5% |
| 10Y | +461.2% | +212.2% | +248.9% | +168.6% |
| All | +6,524.1% | +10,044.9% | -3,520.8% | +532.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling