+464.9%
AXP vs QSR
+122.5%
+342.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +1.3% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | -4.3% | +5.9% | -10.3% | -7.7% |
| 3M | +4.7% | +10.5% | -5.8% | -1.7% |
| 6M | +9.0% | +7.7% | +1.3% | +3.0% |
| YTD | -11.1% | +16.8% | -27.9% | -20.3% |
| 1Y | +1.3% | +30.9% | -29.6% | -15.5% |
| 3Y | +114.5% | +28.2% | +86.3% | +74.2% |
| 5Y | +118.0% | +45.0% | +73.1% | +61.1% |
| 10Y | +464.9% | +127.3% | +337.6% | +225.1% |
| All | +464.9% | +122.5% | +342.5% | +225.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 10y: compounded portfolio wealth divided by compounded QSR 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…
10y analysis · Full analysis span regression · 6 months rolling