+448.7%
AXP vs STLD
+868.9%
-420.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | +0.6% | -11.1% | +11.7% | +5.5% |
| 30D | +5.8% | -4.8% | +10.6% | +7.7% |
| 3M | -6.0% | -14.6% | +8.5% | -0.6% |
| 6M | +0.3% | -7.4% | +7.7% | +1.4% |
| YTD | -12.3% | +32.6% | -44.8% | -25.0% |
| 1Y | -11.2% | +47.3% | -58.6% | -27.6% |
| 3Y | +117.0% | +107.5% | +9.5% | +47.0% |
| 5Y | +93.2% | +268.8% | -175.7% | -6.8% |
| All | +448.7% | +868.9% | -420.2% | +43.5% |
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