+458.4%
AXP vs QXO
+34.3%
+424.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | -0.3% |
| 7D | -2.8% | -8.7% | +5.9% | -2.6% |
| 30D | -5.9% | -21.0% | +15.1% | -5.5% |
| 3M | +2.6% | -18.4% | +21.0% | +2.9% |
| 6M | +6.4% | -43.0% | +49.4% | +7.3% |
| YTD | -12.6% | -36.3% | +23.7% | -12.1% |
| 1Y | +0.2% | -42.8% | +43.0% | +1.0% |
| 3Y | +110.9% | -45.8% | +156.7% | +101.2% |
| 5Y | +114.7% | -70.8% | +185.5% | +105.2% |
| All | +458.4% | +34.3% | +424.2% | +400.9% |
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