+89.6%
AXP vs QS
-86.5%
+176.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.1% | -5.4% | -1.7% |
| 7D | +0.6% | +5.4% | -4.8% | 0.0% |
| 30D | +5.8% | -5.3% | +11.1% | +6.3% |
| 3M | -6.0% | -22.6% | +16.6% | -3.7% |
| 6M | +0.3% | -46.2% | +46.5% | +5.9% |
| YTD | -12.3% | -58.9% | +46.7% | -5.2% |
| 1Y | -11.2% | -73.1% | +61.8% | +0.2% |
| 3Y | +117.0% | -27.2% | +144.2% | +94.1% |
| All | +89.6% | -86.5% | +176.0% | +109.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling