+117.0%
AXP vs STZ
-33.3%
+150.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -2.1% | -1.9% | -0.2% | -1.6% |
| 30D | -6.5% | -1.9% | -4.7% | -6.1% |
| 3M | +4.6% | -6.2% | +10.9% | +6.1% |
| 6M | +5.4% | -14.0% | +19.4% | +9.2% |
| YTD | -11.1% | -5.1% | -6.0% | -11.6% |
| 1Y | -0.3% | -9.6% | +9.3% | +0.5% |
| 3Y | +111.6% | -47.2% | +158.8% | +156.0% |
| All | +117.0% | -33.3% | +150.3% | +122.1% |
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 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