+86.1%
AXP vs QS
-90.5%
+176.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.2% | +6.0% | +1.4% |
| 7D | -0.1% | -14.0% | +13.9% | +1.5% |
| 30D | +4.4% | -6.4% | +10.8% | +5.0% |
| 3M | -6.4% | -40.3% | +33.8% | -1.4% |
| 6M | +4.2% | -57.5% | +61.7% | +13.0% |
| YTD | -12.4% | -64.7% | +52.3% | -3.7% |
| 1Y | -11.1% | -72.9% | +61.8% | +0.4% |
| 3Y | +114.9% | -33.5% | +148.3% | +92.7% |
| All | +86.1% | -90.5% | +176.7% | +144.6% |
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