+1,986.1%
STM vs AXP
+5,861.3%
-3,875.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +2.2% | -8.2% | -7.3% |
| 7D | -6.0% | +4.6% | -10.6% | -8.4% |
| 30D | -20.9% | +9.7% | -30.7% | -25.1% |
| 3M | -15.8% | -3.8% | -12.0% | -14.4% |
| 6M | -17.0% | +4.8% | -21.8% | -20.0% |
| YTD | +76.8% | -9.1% | +85.9% | +83.4% |
| 1Y | +96.5% | -6.7% | +103.2% | +100.9% |
| 3Y | +14.0% | +125.2% | -111.2% | -29.4% |
| 5Y | -5.8% | +105.0% | -110.8% | -39.1% |
| 10Y | +461.9% | +481.5% | -19.6% | +94.9% |
| All | +1,986.1% | +5,861.3% | -3,875.1% | +95.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling