-11.1%
AXP vs STT
+46.7%
-57.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -0.1% | +4.8% | -4.9% | -2.4% |
| 30D | +4.4% | +3.9% | +0.5% | +2.4% |
| 3M | -6.4% | -8.2% | +1.7% | -2.6% |
| 6M | +4.2% | +15.6% | -11.5% | -5.0% |
| YTD | -12.4% | +37.6% | -50.0% | -30.6% |
| 1Y | -11.1% | +50.1% | -61.2% | -36.1% |
| All | -11.1% | +46.7% | -57.8% | -36.1% |
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