-44.3%
STX vs AXP
-6.9%
-37.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -2.3% | -14.0% | -17.0% |
| 7D | -33.4% | +0.4% | -33.8% | -32.5% |
| 30D | -42.1% | +7.0% | -49.1% | -38.4% |
| 3M | -44.3% | -6.6% | -37.7% | -45.7% |
| All | -44.3% | -6.9% | -37.4% | -45.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling