+111.1%
AXP vs QXO
-45.4%
+156.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | -1.3% |
| 7D | -2.5% | -3.9% | +1.4% | -2.4% |
| 30D | -5.0% | -17.4% | +12.3% | -4.9% |
| 3M | +1.4% | -22.5% | +23.9% | +1.5% |
| 6M | +6.0% | -41.4% | +47.4% | +6.4% |
| YTD | -12.3% | -34.1% | +21.8% | -12.1% |
| 1Y | +0.3% | -40.8% | +41.1% | +0.6% |
| All | +111.1% | -45.4% | +156.5% | +108.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling