+89.6%
AXP vs STLA
-70.1%
+159.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | +0.6% | -4.5% | +5.1% | +2.0% |
| 30D | +5.8% | -3.9% | +9.7% | +6.8% |
| 3M | -6.0% | -20.2% | +14.2% | -0.1% |
| 6M | +0.3% | -42.2% | +42.5% | +17.6% |
| YTD | -12.3% | -59.3% | +47.1% | +13.6% |
| 1Y | -11.2% | -56.1% | +44.8% | +11.1% |
| 3Y | +117.0% | -73.7% | +190.7% | +208.9% |
| All | +89.6% | -70.1% | +159.6% | +139.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling