+975.1%
AXP vs STLA
+263.8%
+711.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.4% |
| 7D | -2.1% | +2.6% | -4.7% | -2.8% |
| 30D | -6.5% | -1.2% | -5.3% | -6.4% |
| 3M | +4.6% | -24.8% | +29.4% | +12.0% |
| 6M | +5.4% | -25.6% | +31.0% | +12.5% |
| YTD | -11.1% | -48.9% | +37.8% | +3.3% |
| 1Y | -0.3% | -38.8% | +38.5% | +9.4% |
| 3Y | +111.6% | -64.5% | +176.1% | +159.9% |
| 5Y | +117.6% | -62.4% | +180.0% | +158.5% |
| 10Y | +474.1% | +55.4% | +418.7% | +419.9% |
| All | +975.1% | +263.8% | +711.3% | +826.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling