+403.0%
AXP vs QID
-99.1%
+502.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.4% |
| 7D | -2.1% | -11.8% | +9.7% | -6.7% |
| 30D | +2.7% | +14.2% | -11.6% | +8.8% |
| 3M | -7.3% | +8.8% | -16.1% | -3.4% |
| 6M | +1.8% | +1.5% | +0.3% | +4.3% |
| YTD | -13.1% | -23.8% | +10.7% | -19.7% |
| 1Y | -13.7% | -22.0% | +8.3% | -19.3% |
| 3Y | +113.1% | -71.9% | +185.0% | +45.2% |
| 5Y | +85.9% | -77.6% | +163.5% | +35.0% |
| All | +403.0% | -99.1% | +502.1% | +37.7% |
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