+440.3%
AXP vs STRL
+4,310.8%
-3,870.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +15.0% | -13.9% | -1.8% |
| 7D | -1.1% | -13.3% | +12.2% | +0.5% |
| 30D | +5.2% | -43.3% | +48.6% | +15.9% |
| 3M | -4.6% | -46.9% | +42.3% | +5.6% |
| 6M | +3.2% | -65.6% | +68.8% | +21.9% |
| YTD | -11.3% | -5.1% | -6.3% | -21.7% |
| 1Y | -11.0% | -23.1% | +12.1% | -17.8% |
| 3Y | +120.2% | +346.8% | -226.7% | +18.0% |
| 5Y | +91.7% | +907.2% | -815.4% | -22.3% |
| 10Y | +440.3% | +3,988.2% | -3,547.8% | +49.1% |
| All | +440.3% | +4,310.8% | -3,870.4% | +49.1% |
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