-17.9%
STM vs AXP
+96.1%
-114.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -2.3% | -10.1% | -10.9% |
| 7D | -20.1% | +0.4% | -20.5% | -20.2% |
| 30D | -32.0% | +7.0% | -39.0% | -35.0% |
| 3M | -24.2% | -6.6% | -17.6% | -21.1% |
| 6M | -29.9% | +3.5% | -33.4% | -32.2% |
| YTD | +54.9% | -11.2% | +66.1% | +64.7% |
| 1Y | +68.0% | -10.2% | +78.1% | +77.1% |
| 3Y | -0.1% | +120.0% | -120.2% | -45.3% |
| 5Y | -17.9% | +95.6% | -113.5% | -51.4% |
| All | -17.9% | +96.1% | -114.0% | -51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling