+117.0%
AXP vs QSR
+27.3%
+89.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | +0.6% | +7.3% | -6.7% | -1.2% |
| 30D | +5.8% | +11.9% | -6.1% | +2.9% |
| 3M | -6.0% | +7.5% | -13.5% | -7.8% |
| 6M | +0.3% | +2.5% | -2.2% | -0.6% |
| YTD | -12.3% | +17.0% | -29.2% | -16.6% |
| 1Y | -11.2% | +18.1% | -29.4% | -15.9% |
| 3Y | +117.0% | +28.6% | +88.4% | +96.5% |
| All | +117.0% | +27.3% | +89.7% | +96.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling