+678.9%
STM vs AXP
+474.4%
+204.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.5% |
| 7D | +5.8% | -2.1% | +7.9% | +7.2% |
| 30D | -1.0% | -6.5% | +5.5% | +3.0% |
| 3M | -33.3% | +4.6% | -37.9% | -35.2% |
| 6M | +57.4% | +5.4% | +51.9% | +51.2% |
| YTD | +102.2% | -11.1% | +113.3% | +114.4% |
| 1Y | +99.6% | -0.3% | +99.9% | +96.1% |
| 3Y | +14.5% | +111.6% | -97.1% | -29.9% |
| 5Y | +21.4% | +117.6% | -96.2% | -28.1% |
| All | +678.9% | +474.4% | +204.5% | +215.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 10y: compounded portfolio wealth divided by compounded AXP 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…
10y analysis · Full analysis span regression · 6 months rolling