-15.2%
QCOM vs AXP
+2.1%
-17.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -2.3% | -7.2% | -8.8% |
| 7D | -15.5% | +0.4% | -15.8% | -15.3% |
| 30D | -13.4% | +7.0% | -20.4% | -14.2% |
| 3M | 0.0% | -6.6% | +6.6% | +0.5% |
| 6M | -15.2% | +3.5% | -18.7% | -13.2% |
| All | -15.2% | +2.1% | -17.3% | -13.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling