+428.4%
AXP vs QID
-99.0%
+527.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | +0.2% |
| 7D | -0.6% | +1.8% | -2.4% | +0.4% |
| 30D | +5.0% | +21.6% | -16.7% | +14.0% |
| 3M | -4.2% | +12.6% | -16.9% | +1.1% |
| 6M | +2.9% | +6.9% | -4.0% | +7.6% |
| YTD | -11.6% | -20.5% | +8.9% | -17.0% |
| 1Y | -11.1% | -18.1% | +7.0% | -15.2% |
| 3Y | +116.7% | -70.7% | +187.4% | +50.1% |
| 5Y | +89.6% | -77.2% | +166.9% | +38.3% |
| 10Y | +428.4% | -99.0% | +527.4% | +54.4% |
| All | +428.4% | -99.0% | +527.4% | +54.4% |
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