+54.3%
QCOM vs AXP
+110.9%
-56.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.7% |
| 7D | +3.3% | -2.1% | +5.4% | +4.5% |
| 30D | +7.7% | -6.5% | +14.2% | +11.7% |
| 3M | -30.1% | +4.6% | -34.7% | -32.1% |
| 6M | +22.8% | +5.4% | +17.4% | +18.0% |
| YTD | +0.2% | -11.1% | +11.3% | +6.3% |
| 1Y | +7.9% | -0.3% | +8.2% | +6.4% |
| All | +54.3% | +110.9% | -56.7% | +0.5% |
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