+455.7%
STX vs AXP
+96.1%
+359.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -2.3% | -14.0% | -15.2% |
| 7D | -33.4% | +0.4% | -33.8% | -33.5% |
| 30D | -42.1% | +7.0% | -49.1% | -43.9% |
| 3M | -44.3% | -6.6% | -37.7% | -42.7% |
| 6M | -39.4% | +3.5% | -42.9% | -41.1% |
| YTD | +70.0% | -11.2% | +81.1% | +76.7% |
| 1Y | +70.2% | -10.2% | +80.3% | +75.8% |
| 3Y | +585.2% | +120.0% | +465.1% | +337.0% |
| 5Y | +455.7% | +95.6% | +360.1% | +266.1% |
| All | +455.7% | +96.1% | +359.5% | +266.1% |
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