+407.0%
AXP vs QID
-99.0%
+506.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +1.8% |
| 7D | -0.1% | -7.1% | +7.0% | -2.8% |
| 30D | +4.4% | +12.6% | -8.2% | +10.1% |
| 3M | -6.4% | +14.2% | -20.7% | -0.6% |
| 6M | +4.2% | +6.2% | -2.0% | +8.6% |
| YTD | -12.4% | -21.8% | +9.4% | -18.3% |
| 1Y | -11.1% | -23.1% | +12.0% | -17.4% |
| 3Y | +114.9% | -71.3% | +186.2% | +47.5% |
| 5Y | +87.4% | -77.0% | +164.4% | +37.4% |
| All | +407.0% | -99.0% | +506.1% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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