+403.0%
AXP vs QXO
+19.0%
+384.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.2% | +5.7% | -1.4% |
| 7D | -2.1% | +10.1% | -12.2% | -2.3% |
| 30D | +2.7% | +16.2% | -13.6% | +2.3% |
| 3M | -7.3% | -14.8% | +7.5% | -7.1% |
| 6M | +1.8% | -27.8% | +29.6% | +2.2% |
| YTD | -13.1% | -33.6% | +20.5% | -12.7% |
| 1Y | -13.7% | -31.8% | +18.1% | -13.4% |
| 3Y | +113.1% | -46.8% | +159.9% | +103.2% |
| 5Y | +85.9% | -63.6% | +149.5% | +76.5% |
| All | +403.0% | +19.0% | +384.0% | +347.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 QXO 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