+117.0%
AXP vs QSR
+49.2%
+67.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -2.1% | +2.4% | -4.6% | -3.1% |
| 30D | -6.5% | +7.6% | -14.2% | -9.5% |
| 3M | +4.6% | +12.6% | -8.0% | -0.9% |
| 6M | +5.4% | +14.4% | -8.9% | -1.6% |
| YTD | -11.1% | +19.6% | -30.7% | -19.0% |
| 1Y | -0.3% | +33.9% | -34.2% | -14.1% |
| 3Y | +111.6% | +27.1% | +84.5% | +79.8% |
| All | +117.0% | +49.2% | +67.8% | +59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling