+407.0%
AXP vs STRL
+3,697.3%
-3,290.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +1.4% |
| 7D | -0.1% | +15.7% | -15.8% | -3.1% |
| 30D | +4.4% | -35.5% | +39.9% | +12.1% |
| 3M | -6.4% | -47.1% | +40.7% | +3.7% |
| 6M | +4.2% | -65.8% | +69.9% | +23.1% |
| YTD | -12.4% | -4.5% | -7.8% | -22.7% |
| 1Y | -11.1% | -10.5% | -0.6% | -20.8% |
| 3Y | +114.9% | +340.6% | -225.7% | +15.6% |
| 5Y | +87.4% | +911.0% | -823.6% | -24.1% |
| All | +407.0% | +3,697.3% | -3,290.3% | +41.8% |
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