+428.4%
AXP vs STLA
+12.4%
+416.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.4% | +1.1% |
| 7D | -0.6% | -4.9% | +4.3% | +1.2% |
| 30D | +5.0% | -4.9% | +9.9% | +6.4% |
| 3M | -4.2% | -23.7% | +19.4% | +4.6% |
| 6M | +2.9% | -45.0% | +47.9% | +26.4% |
| YTD | -11.6% | -60.9% | +49.3% | +20.8% |
| 1Y | -11.1% | -58.9% | +47.8% | +18.5% |
| 3Y | +116.7% | -74.4% | +191.2% | +230.2% |
| 5Y | +89.6% | -71.5% | +161.1% | +164.6% |
| 10Y | +428.4% | +5.3% | +423.1% | +387.3% |
| All | +428.4% | +12.4% | +416.0% | +387.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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