+455.5%
AXP vs STLD
+864.5%
-409.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.6% | +5.3% | +0.9% |
| 7D | +0.4% | -12.5% | +12.9% | +5.9% |
| 30D | +7.0% | -6.8% | +13.9% | +9.9% |
| 3M | -6.6% | -16.4% | +9.8% | -0.4% |
| 6M | +3.5% | -6.1% | +9.6% | +3.9% |
| YTD | -11.2% | +32.0% | -43.1% | -23.9% |
| 1Y | -10.2% | +45.5% | -55.7% | -26.4% |
| 3Y | +120.0% | +106.5% | +13.6% | +49.3% |
| 5Y | +95.6% | +267.2% | -171.6% | -5.5% |
| All | +455.5% | +864.5% | -409.0% | +45.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling