-10.2%
AXP vs Q
+66.4%
-76.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.3% | -7.5% | -1.7% |
| 7D | +0.6% | +0.3% | +0.3% | +0.6% |
| 30D | +5.8% | -9.8% | +15.6% | +6.7% |
| 3M | -6.0% | -12.2% | +6.2% | -5.2% |
| 6M | +0.3% | -21.6% | +21.9% | +1.3% |
| YTD | -12.3% | +43.6% | -55.8% | -19.4% |
| 1Y | -11.2% | +25.7% | -36.9% | -17.3% |
| All | -10.2% | +66.4% | -76.6% | -16.2% |
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