-11.1%
AXP vs STZ
+17.1%
-28.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -0.6% | +5.3% | -6.0% | -1.1% |
| 30D | +5.0% | +19.6% | -14.6% | +3.6% |
| 3M | -4.2% | +10.0% | -14.2% | -5.0% |
| 6M | +2.9% | -0.3% | +3.2% | +2.3% |
| YTD | -11.6% | +8.6% | -20.1% | -14.9% |
| 1Y | -11.1% | +16.6% | -27.7% | -14.1% |
| All | -11.1% | +17.1% | -28.1% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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