+403.0%
AXP vs STRL
+3,816.9%
-3,413.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.8% | -1.4% |
| 7D | -2.1% | +23.4% | -25.6% | -6.2% |
| 30D | +2.7% | -39.5% | +42.2% | +11.6% |
| 3M | -7.3% | -45.1% | +37.8% | +2.0% |
| 6M | +1.8% | -64.6% | +66.4% | +19.6% |
| YTD | -13.1% | -1.5% | -11.5% | -23.8% |
| 1Y | -13.7% | -20.8% | +7.1% | -20.7% |
| 3Y | +113.1% | +353.1% | -240.0% | +14.1% |
| 5Y | +85.9% | +942.9% | -856.9% | -25.1% |
| All | +403.0% | +3,816.9% | -3,413.9% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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