+6,610.0%
AXP vs ITW
+9,591.0%
-2,981.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.7% |
| 7D | -2.1% | -3.6% | +1.5% | +0.2% |
| 30D | -6.5% | -9.1% | +2.6% | -0.5% |
| 3M | +4.6% | +8.2% | -3.6% | -1.0% |
| 6M | +5.4% | -4.8% | +10.2% | +8.0% |
| YTD | -11.1% | +11.0% | -22.2% | -18.0% |
| 1Y | -0.3% | +4.2% | -4.5% | -4.3% |
| 3Y | +111.6% | +17.3% | +94.3% | +88.0% |
| 5Y | +117.6% | +33.0% | +84.6% | +77.0% |
| 10Y | +474.1% | +182.3% | +291.8% | +192.5% |
| All | +6,610.0% | +9,591.0% | -2,981.0% | +561.3% |
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