+731.8%
AXP vs QLD
+9,036.4%
-8,304.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 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