+4.9%
STM vs AXP
+117.6%
-112.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.2% | +5.7% | +5.2% |
| 7D | -10.7% | +0.6% | -11.3% | -11.0% |
| 30D | -25.7% | +5.8% | -31.6% | -28.3% |
| 3M | -21.6% | -6.0% | -15.5% | -18.9% |
| 6M | -27.8% | +0.3% | -28.1% | -28.5% |
| YTD | +61.8% | -12.3% | +74.0% | +73.2% |
| 1Y | +78.1% | -11.2% | +89.3% | +88.9% |
| 3Y | +4.9% | +117.0% | -112.1% | -41.7% |
| All | +4.9% | +117.6% | -112.7% | -41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling