+6,610.0%
AXP vs STT
+7,372.9%
-762.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -2.1% | +0.5% | -2.6% | -2.4% |
| 30D | -6.5% | +3.9% | -10.4% | -8.5% |
| 3M | +4.6% | +20.0% | -15.3% | -5.2% |
| 6M | +5.4% | +55.3% | -49.9% | -16.8% |
| YTD | -11.1% | +53.3% | -64.5% | -29.6% |
| 1Y | -0.3% | +74.7% | -75.0% | -26.3% |
| 3Y | +111.6% | +205.8% | -94.3% | +16.7% |
| 5Y | +117.6% | +145.0% | -27.4% | +30.8% |
| 10Y | +474.1% | +266.0% | +208.1% | +172.4% |
| All | +6,610.0% | +7,372.9% | -762.9% | +517.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling