+216.5%
QCOM vs AXP
+449.9%
-233.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.7% | +6.1% |
| 7D | +0.4% | +0.6% | -0.2% | +0.1% |
| 30D | -6.6% | +5.8% | -12.4% | -9.2% |
| 3M | +3.7% | -6.0% | +9.7% | +6.8% |
| 6M | -13.3% | +0.3% | -13.6% | -14.0% |
| YTD | -1.8% | -12.3% | +10.5% | +3.8% |
| 1Y | -2.5% | -11.2% | +8.7% | +2.4% |
| 3Y | +47.0% | +117.0% | -70.1% | -1.5% |
| 5Y | +13.1% | +93.2% | -80.1% | -20.7% |
| All | +216.5% | +449.9% | -233.4% | +57.2% |
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