+4.8%
AXP vs STRL
-47.3%
+52.1%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -21.5% | +23.6% | +2.1% |
| 7D | +4.6% | -27.1% | +31.7% | +4.6% |
| 30D | +9.7% | -45.8% | +55.5% | +9.8% |
| 3M | -3.8% | -47.6% | +43.9% | -3.7% |
| 6M | +4.8% | -46.4% | +51.2% | +4.9% |
| All | +4.8% | -47.3% | +52.1% | +4.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling