+46,613.4%
QCOM vs AXP
+11,573.3%
+35,040.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -2.3% | -7.2% | -8.5% |
| 7D | -15.5% | +0.4% | -15.8% | -15.5% |
| 30D | -13.4% | +7.0% | -20.4% | -16.0% |
| 3M | 0.0% | -6.6% | +6.6% | +3.1% |
| 6M | -15.2% | +3.5% | -18.7% | -17.0% |
| YTD | -6.9% | -11.2% | +4.2% | -2.7% |
| 1Y | -11.0% | -10.2% | -0.8% | -7.4% |
| 3Y | +39.8% | +120.0% | -80.3% | -3.6% |
| 5Y | +7.2% | +95.6% | -88.4% | -22.6% |
| 10Y | +207.7% | +468.1% | -260.4% | +29.3% |
| All | +46,613.4% | +11,573.3% | +35,040.1% | +4,987.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling