+117.0%
AXP vs STLD
+292.4%
-175.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.6% |
| 7D | -2.1% | +3.1% | -5.3% | -3.1% |
| 30D | -6.5% | -9.0% | +2.4% | -3.9% |
| 3M | +4.6% | -12.4% | +17.0% | +8.4% |
| 6M | +5.4% | +25.5% | -20.1% | -3.9% |
| YTD | -11.1% | +43.6% | -54.7% | -23.2% |
| 1Y | -0.3% | +87.2% | -87.5% | -21.9% |
| 3Y | +111.6% | +135.2% | -23.7% | +50.4% |
| All | +117.0% | +292.4% | -175.4% | +27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling