+39.3%
QCOM vs AXP
+120.3%
-81.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -2.3% | -7.2% | -8.2% |
| 7D | -15.5% | +0.4% | -15.8% | -15.5% |
| 30D | -13.4% | +7.0% | -20.4% | -16.5% |
| 3M | 0.0% | -6.6% | +6.6% | +3.8% |
| 6M | -15.2% | +3.5% | -18.7% | -17.5% |
| YTD | -6.9% | -11.2% | +4.2% | -1.2% |
| 1Y | -11.0% | -10.2% | -0.8% | -6.2% |
| All | +39.3% | +120.3% | -81.0% | -2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling