+440.3%
AXP vs QSR
+134.8%
+305.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.3% | +1.2% |
| 7D | -1.1% | +3.9% | -5.0% | -3.3% |
| 30D | +5.2% | +9.3% | -4.0% | -0.2% |
| 3M | -4.6% | +5.9% | -10.4% | -8.1% |
| 6M | +3.2% | -1.0% | +4.2% | +2.9% |
| YTD | -11.3% | +16.7% | -28.1% | -20.8% |
| 1Y | -11.0% | +18.6% | -29.6% | -21.3% |
| 3Y | +120.2% | +25.4% | +94.8% | +81.1% |
| 5Y | +91.7% | +59.0% | +32.7% | +32.4% |
| 10Y | +440.3% | +130.4% | +310.0% | +218.5% |
| All | +440.3% | +134.8% | +305.5% | +218.5% |
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