+1,883.6%
STX vs AXP
+449.9%
+1,433.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.6% |
| 7D | -28.5% | +0.6% | -29.1% | -28.7% |
| 30D | -42.9% | +5.8% | -48.7% | -44.4% |
| 3M | -45.9% | -6.0% | -39.9% | -44.6% |
| 6M | -41.3% | +0.3% | -41.6% | -42.0% |
| YTD | +67.9% | -12.3% | +80.2% | +75.1% |
| 1Y | +66.5% | -11.2% | +77.8% | +72.7% |
| 3Y | +588.0% | +117.0% | +470.9% | +366.0% |
| 5Y | +449.1% | +93.2% | +355.9% | +283.9% |
| All | +1,883.6% | +449.9% | +1,433.7% | +764.5% |
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