-15.7%
STM vs AXP
+91.7%
-107.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.2% | +5.7% | +5.2% |
| 7D | -10.7% | +0.6% | -11.3% | -11.1% |
| 30D | -25.7% | +5.8% | -31.6% | -28.5% |
| 3M | -21.6% | -6.0% | -15.5% | -18.7% |
| 6M | -27.8% | +0.3% | -28.1% | -28.7% |
| YTD | +61.8% | -12.3% | +74.0% | +73.3% |
| 1Y | +78.1% | -11.2% | +89.3% | +89.1% |
| 3Y | +4.9% | +117.0% | -112.1% | -42.0% |
| All | -15.7% | +91.7% | -107.4% | -49.0% |
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