+0.4%
STM vs AXP
+120.3%
-119.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -2.3% | -10.1% | -11.0% |
| 7D | -20.1% | +0.4% | -20.5% | -20.2% |
| 30D | -32.0% | +7.0% | -39.0% | -34.7% |
| 3M | -24.2% | -6.6% | -17.6% | -21.2% |
| 6M | -29.9% | +3.5% | -33.4% | -31.9% |
| YTD | +54.9% | -11.2% | +66.1% | +64.7% |
| 1Y | +68.0% | -10.2% | +78.1% | +77.0% |
| All | +0.4% | +120.3% | -119.8% | -44.6% |
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 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