+114.9%
AXP vs QXO
-50.0%
+164.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +0.8% |
| 7D | -0.1% | +9.0% | -9.1% | -0.2% |
| 30D | +4.4% | +22.0% | -17.5% | +4.2% |
| 3M | -6.4% | -15.4% | +9.0% | -6.3% |
| 6M | +4.2% | -26.0% | +30.1% | +4.3% |
| YTD | -12.4% | -34.7% | +22.3% | -12.2% |
| 1Y | -11.1% | -28.0% | +16.8% | -11.0% |
| 3Y | +114.9% | -47.0% | +161.9% | +116.5% |
| All | +114.9% | -50.0% | +164.9% | +116.5% |
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