+89.4%
STM vs AXP
-11.2%
+100.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.0% | +5.7% | +6.4% |
| 7D | -5.6% | -1.1% | -4.5% | -5.1% |
| 30D | -14.4% | +5.2% | -19.7% | -15.9% |
| 3M | -20.5% | -4.6% | -15.9% | -18.9% |
| 6M | -24.5% | +3.2% | -27.7% | -25.3% |
| YTD | +72.7% | -11.3% | +84.0% | +81.8% |
| All | +89.4% | -11.2% | +100.7% | +98.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling