+250.3%
QCOM vs AXP
+474.4%
-224.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.6% |
| 7D | +3.3% | -2.1% | +5.4% | +4.4% |
| 30D | +7.7% | -6.5% | +14.2% | +11.3% |
| 3M | -30.1% | +4.6% | -34.7% | -31.8% |
| 6M | +22.8% | +5.4% | +17.4% | +18.8% |
| YTD | +0.2% | -11.1% | +11.3% | +5.2% |
| 1Y | +7.9% | -0.3% | +8.2% | +6.7% |
| 3Y | +55.8% | +111.6% | -55.8% | +6.0% |
| 5Y | +30.1% | +117.6% | -87.5% | -13.4% |
| All | +250.3% | +474.4% | -224.1% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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