+89.6%
AXP vs STZ
-29.7%
+119.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.7% |
| 7D | +0.6% | +4.9% | -4.3% | -0.7% |
| 30D | +5.8% | +20.9% | -15.0% | +0.4% |
| 3M | -6.0% | +8.0% | -14.0% | -8.2% |
| 6M | +0.3% | -5.3% | +5.6% | +1.3% |
| YTD | -12.3% | +5.9% | -18.2% | -15.5% |
| 1Y | -11.2% | +14.2% | -25.5% | -16.9% |
| 3Y | +117.0% | -37.0% | +154.0% | +145.2% |
| All | +89.6% | -29.7% | +119.3% | +78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling