+3,080.2%
AXP vs STLD
+8,684.3%
-5,604.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.3% |
| 6M | +5.4% | +25.5% | -20.1% | -3.5% |
| YTD | -11.1% | +43.6% | -54.7% | -22.5% |
| 1Y | -0.3% | +87.2% | -87.5% | -20.6% |
| 3Y | +111.6% | +135.2% | -23.7% | +53.4% |
| 5Y | +117.6% | +290.9% | -173.3% | +28.6% |
| 10Y | +474.1% | +1,113.5% | -639.3% | +125.8% |
| All | +3,080.2% | +8,684.3% | -5,604.1% | +448.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling