+503.4%
QQQ vs AXP
+449.9%
+53.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.9% |
| 7D | -5.0% | +0.6% | -5.6% | -5.2% |
| 30D | -13.4% | +5.8% | -19.2% | -15.4% |
| 3M | -8.1% | -6.0% | -2.1% | -6.0% |
| 6M | -5.5% | +0.3% | -5.8% | -6.1% |
| YTD | +7.2% | -12.3% | +19.4% | +11.7% |
| 1Y | +7.8% | -11.2% | +19.0% | +11.6% |
| 3Y | +80.7% | +117.0% | -36.3% | +29.0% |
| 5Y | +69.6% | +93.2% | -23.6% | +24.6% |
| All | +503.4% | +449.9% | +53.5% | +221.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling