+312.2%
AXP vs QSR
+210.7%
+101.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.3% | +1.1% |
| 7D | -1.1% | +3.9% | -5.0% | -3.1% |
| 30D | +5.2% | +9.3% | -4.0% | +0.4% |
| 3M | -4.6% | +5.9% | -10.4% | -7.7% |
| 6M | +3.2% | -1.0% | +4.2% | +2.9% |
| YTD | -11.3% | +16.7% | -28.1% | -19.7% |
| 1Y | -11.0% | +18.6% | -29.6% | -20.1% |
| 3Y | +120.2% | +25.4% | +94.8% | +86.2% |
| 5Y | +91.7% | +59.0% | +32.7% | +40.2% |
| 10Y | +440.3% | +130.4% | +310.0% | +224.9% |
| All | +312.2% | +210.7% | +101.5% | +129.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling