-0.3%
AXP vs STLD
+89.3%
-89.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.9% |
| 7D | -2.1% | +3.1% | -5.3% | -2.6% |
| 30D | -6.5% | -9.0% | +2.4% | -5.4% |
| 3M | +4.6% | -12.4% | +17.0% | +6.7% |
| 6M | +5.4% | +25.5% | -20.1% | -0.9% |
| YTD | -11.1% | +43.6% | -54.7% | -19.2% |
| 1Y | -0.3% | +87.2% | -87.5% | -11.9% |
| All | -0.3% | +89.3% | -89.6% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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