+487.4%
STX vs AXP
+91.8%
+395.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.0% | +8.8% | +9.3% |
| 7D | -14.8% | -1.1% | -13.6% | -14.2% |
| 30D | -35.4% | +5.2% | -40.6% | -36.9% |
| 3M | -37.7% | -4.6% | -33.1% | -36.5% |
| 6M | -35.2% | +3.2% | -38.5% | -36.9% |
| YTD | +84.4% | -11.3% | +95.7% | +92.0% |
| 1Y | +82.3% | -11.0% | +93.3% | +89.3% |
| 3Y | +646.2% | +120.2% | +526.1% | +375.9% |
| 5Y | +487.4% | +91.7% | +395.7% | +292.0% |
| All | +487.4% | +91.8% | +395.6% | +292.0% |
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