+465.4%
AXP vs QID
-99.1%
+564.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -1.2% |
| 7D | -2.1% | -0.6% | -1.5% | -2.3% |
| 30D | -6.5% | 0.0% | -6.5% | -6.5% |
| 3M | +4.6% | +3.7% | +0.9% | +7.4% |
| 6M | +5.4% | -29.9% | +35.3% | -6.9% |
| YTD | -11.1% | -28.8% | +17.7% | -20.7% |
| 1Y | -0.3% | -37.2% | +36.9% | -14.8% |
| 3Y | +111.6% | -73.7% | +185.3% | +40.5% |
| 5Y | +117.6% | -80.7% | +198.3% | +48.0% |
| All | +465.4% | -99.1% | +564.6% | +50.4% |
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