+9,787.3%
AXP vs STRL
+11,246.4%
-1,459.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -21.5% | +23.6% | +3.6% |
| 7D | +4.6% | -27.1% | +31.7% | +6.5% |
| 30D | +9.7% | -45.8% | +55.5% | +13.7% |
| 3M | -3.8% | -47.6% | +43.9% | -0.3% |
| 6M | +4.8% | -46.4% | +51.2% | +6.8% |
| YTD | -9.1% | -7.4% | -1.7% | -11.0% |
| 1Y | -6.7% | -25.9% | +19.2% | -7.5% |
| 3Y | +125.2% | +273.4% | -148.2% | +98.6% |
| 5Y | +105.0% | +944.4% | -839.4% | +69.0% |
| 10Y | +481.5% | +4,023.0% | -3,541.5% | +338.8% |
| All | +9,787.3% | +11,246.4% | -1,459.1% | +7,205.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling