-11.1%
AXP vs Q
+74.5%
-85.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -1.3% |
| 7D | -2.1% | +11.5% | -13.6% | -3.0% |
| 30D | +2.7% | -0.2% | +2.8% | +2.6% |
| 3M | -7.3% | -13.6% | +6.3% | -6.2% |
| 6M | +1.8% | -27.0% | +28.8% | +4.2% |
| YTD | -13.1% | +50.5% | -63.6% | -20.5% |
| 1Y | -13.7% | +33.8% | -47.5% | -20.1% |
| All | -11.1% | +74.5% | -85.5% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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