+116.5%
AXP vs QS
-22.5%
+139.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.3% | +0.3% |
| 7D | -2.9% | -5.0% | +2.1% | -2.5% |
| 30D | +3.7% | -1.4% | +5.1% | +3.7% |
| 3M | -4.9% | -33.6% | +28.7% | -2.4% |
| 6M | +4.1% | -47.6% | +51.6% | +7.9% |
| YTD | -11.7% | -59.6% | +47.9% | -7.3% |
| 1Y | -11.7% | -73.5% | +61.8% | -5.1% |
| All | +116.5% | -22.5% | +139.0% | +103.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 3y: compounded portfolio wealth divided by compounded QS 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…
3y analysis · Full analysis span regression · 6 months rolling