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  • AXP vs QLD✓SelectedUSD · QLDAXP vs QLD performance historyLatest closeAs of-1.11%09/04
Stock and ETF performance explorer

AXP vs QLD

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+731.8%
QLD return
+9,036.4%
Excess return
-8,304.6%
Maximum drawdown
-83.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioQLDExcessAlpha
1D-1.1%+0.3%-1.4%-1.3%
7D-2.1%+0.6%-2.7%-2.4%
30D-6.5%-0.1%-6.4%-6.6%
3M+4.6%-8.4%+13.0%+7.2%
6M+5.4%+32.2%-26.8%-11.4%
YTD-11.1%+28.9%-40.0%-24.5%
1Y-0.3%+43.8%-44.1%-20.7%
3Y+111.6%+176.6%-65.0%+12.9%
5Y+117.6%+121.6%-4.0%+17.2%
10Y+474.1%+1,652.9%-1,178.8%-26.9%
All+731.8%+9,036.4%-8,304.6%-73.3%

Cumulative growth

Daily Returns

Daily percentage return beside QLD.

Daily Out/Under-Performance

Portfolio return minus QLD return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × QLD 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 all: compounded portfolio wealth divided by compounded QLD 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…

all analysis · Full analysis span regression · 6 months rolling