+2,108.4%
STX vs AXP
+428.9%
+1,679.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.1% | +10.1% | +10.0% |
| 7D | -1.0% | -2.9% | +1.9% | +0.5% |
| 30D | -26.8% | +3.7% | -30.5% | -27.9% |
| 3M | -32.7% | -4.9% | -27.8% | -31.5% |
| 6M | -33.7% | +4.1% | -37.8% | -35.6% |
| YTD | +101.0% | -11.7% | +112.7% | +109.1% |
| 1Y | +92.7% | -11.7% | +104.4% | +100.5% |
| 3Y | +708.7% | +116.5% | +592.2% | +449.0% |
| 5Y | +504.0% | +89.5% | +414.5% | +326.2% |
| 10Y | +2,108.4% | +424.9% | +1,683.5% | +902.4% |
| All | +2,108.4% | +428.9% | +1,679.5% | +902.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling