-11.2%
AXP vs STLA
-56.7%
+45.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | +0.6% | -4.5% | +5.1% | +1.2% |
| 30D | +5.8% | -3.9% | +9.7% | +6.2% |
| 3M | -6.0% | -20.2% | +14.2% | -3.6% |
| 6M | +0.3% | -42.2% | +42.5% | +6.8% |
| YTD | -12.3% | -59.3% | +47.1% | -2.1% |
| 1Y | -11.2% | -56.1% | +44.8% | -4.7% |
| All | -11.2% | -56.7% | +45.5% | -4.7% |
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