-13.7%
AXP vs STT
+48.2%
-61.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.4% |
| 7D | -2.1% | +5.1% | -7.3% | -4.6% |
| 30D | +2.7% | -0.2% | +2.9% | +2.7% |
| 3M | -7.3% | -8.1% | +0.9% | -3.4% |
| 6M | +1.8% | +16.6% | -14.9% | -7.7% |
| YTD | -13.1% | +37.8% | -50.9% | -31.2% |
| 1Y | -13.7% | +46.8% | -60.5% | -36.4% |
| All | -13.7% | +48.2% | -61.9% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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