+242.6%
QCOM vs AXP
+418.6%
-176.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -3.0% |
| 7D | +4.3% | -0.1% | +4.4% | +4.3% |
| 30D | -0.1% | +4.4% | -4.5% | -2.2% |
| 3M | +5.2% | -6.4% | +11.6% | +8.7% |
| 6M | -18.4% | +4.2% | -22.5% | -20.4% |
| YTD | +2.4% | -12.4% | +14.8% | +8.3% |
| 1Y | +0.9% | -11.1% | +12.0% | +5.9% |
| 3Y | +48.4% | +114.9% | -66.5% | -0.2% |
| 5Y | +16.6% | +87.4% | -70.8% | -17.3% |
| All | +242.6% | +418.6% | -176.0% | +56.1% |
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