+50,186.6%
QCOM vs AXP
+11,579.9%
+38,606.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.6% |
| 7D | +3.3% | -2.1% | +5.4% | +4.3% |
| 30D | +7.7% | -6.5% | +14.2% | +11.0% |
| 3M | -30.1% | +4.6% | -34.7% | -31.6% |
| 6M | +22.8% | +5.4% | +17.4% | +19.2% |
| YTD | +0.2% | -11.1% | +11.3% | +4.7% |
| 1Y | +7.9% | -0.3% | +8.2% | +6.9% |
| 3Y | +55.8% | +111.6% | -55.8% | +9.3% |
| 5Y | +30.1% | +117.6% | -87.5% | -10.7% |
| 10Y | +248.9% | +474.1% | -225.2% | +45.6% |
| All | +50,186.6% | +11,579.9% | +38,606.7% | +5,375.0% |
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