+448.7%
AXP vs STLA
+18.3%
+430.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +0.6% | -4.5% | +5.1% | +2.3% |
| 30D | +5.8% | -3.9% | +9.7% | +6.9% |
| 3M | -6.0% | -20.2% | +14.2% | +0.9% |
| 6M | +0.3% | -42.2% | +42.5% | +20.8% |
| YTD | -12.3% | -59.3% | +47.1% | +18.0% |
| 1Y | -11.2% | -56.1% | +44.8% | +15.1% |
| 3Y | +117.0% | -73.7% | +190.7% | +226.7% |
| 5Y | +93.2% | -70.3% | +163.5% | +165.1% |
| All | +448.7% | +18.3% | +430.4% | +394.9% |
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