+117.0%
AXP vs STRL
+233.5%
-116.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -1.6% |
| 7D | +0.6% | -26.9% | +27.5% | +3.3% |
| 30D | +5.8% | -52.7% | +58.5% | +13.7% |
| 3M | -6.0% | -52.8% | +46.8% | +0.6% |
| 6M | +0.3% | -71.5% | +71.8% | +12.4% |
| YTD | -12.3% | -17.4% | +5.2% | -19.5% |
| 1Y | -11.2% | -35.0% | +23.7% | -15.1% |
| 3Y | +117.0% | +239.2% | -122.2% | +49.9% |
| All | +117.0% | +233.5% | -116.5% | +49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling