-11.7%
AXP vs STLA
-61.0%
+49.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +0.3% |
| 7D | -2.9% | -11.6% | +8.8% | -1.3% |
| 30D | +3.7% | -6.2% | +9.9% | +4.5% |
| 3M | -4.9% | -24.6% | +19.7% | -1.8% |
| 6M | +4.1% | -44.9% | +49.0% | +11.5% |
| YTD | -11.7% | -62.3% | +50.6% | -0.5% |
| 1Y | -11.7% | -61.8% | +50.1% | -2.2% |
| All | -11.7% | -61.0% | +49.3% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling