-9.1%
AXP vs Q
+71.3%
-80.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.3% |
| 7D | -2.1% | +0.2% | -2.4% | -2.1% |
| 30D | -6.5% | -11.1% | +4.6% | -5.6% |
| 3M | +4.6% | -22.1% | +26.8% | +6.4% |
| 6M | +5.4% | +0.5% | +4.9% | +2.5% |
| YTD | -11.1% | +47.8% | -58.9% | -18.4% |
| All | -9.1% | +71.3% | -80.4% | -15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling