+89.6%
AXP vs QID
-74.8%
+164.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -2.1% |
| 7D | +0.6% | +9.4% | -8.8% | +4.2% |
| 30D | +5.8% | +31.2% | -25.4% | +17.4% |
| 3M | -6.0% | +17.4% | -23.4% | +0.3% |
| 6M | +0.3% | +8.4% | -8.1% | +4.8% |
| YTD | -12.3% | -15.8% | +3.5% | -15.9% |
| 1Y | -11.2% | -16.3% | +5.1% | -14.9% |
| 3Y | +117.0% | -70.4% | +187.4% | +52.5% |
| All | +89.6% | -74.8% | +164.4% | +39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling