+1,019.5%
STX vs AXP
+118.2%
+901.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.1% | +7.5% | +6.9% |
| 7D | +2.4% | -2.1% | +4.5% | +3.3% |
| 30D | +1.4% | -6.5% | +7.9% | +4.5% |
| 3M | -8.2% | +4.6% | -12.9% | -10.8% |
| 6M | +127.0% | +5.4% | +121.6% | +119.1% |
| YTD | +209.1% | -11.1% | +220.3% | +222.1% |
| 1Y | +365.4% | -0.3% | +365.7% | +354.1% |
| 3Y | +1,135.4% | +111.6% | +1,023.8% | +705.4% |
| All | +1,019.5% | +118.2% | +901.4% | +583.4% |
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 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