+95.6%
AXP vs STZ
-27.7%
+123.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.1% |
| 7D | +0.4% | +11.8% | -11.4% | -2.6% |
| 30D | +7.0% | +26.0% | -18.9% | +0.4% |
| 3M | -6.6% | +11.5% | -18.1% | -9.6% |
| 6M | +3.5% | -2.0% | +5.4% | +3.5% |
| YTD | -11.2% | +7.9% | -19.0% | -14.9% |
| 1Y | -10.2% | +13.9% | -24.1% | -15.7% |
| 3Y | +120.0% | -35.8% | +155.9% | +147.5% |
| 5Y | +95.6% | -28.4% | +124.0% | +86.9% |
| All | +95.6% | -27.7% | +123.3% | +86.9% |
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