+7.8%
QQQ vs AXP
-11.3%
+19.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.7% |
| 7D | -5.0% | +0.6% | -5.6% | -5.0% |
| 30D | -13.4% | +5.8% | -19.2% | -14.5% |
| 3M | -8.1% | -6.0% | -2.1% | -6.7% |
| 6M | -5.5% | +0.3% | -5.8% | -5.7% |
| YTD | +7.2% | -12.3% | +19.4% | +9.0% |
| 1Y | +7.8% | -11.2% | +19.0% | +9.4% |
| All | +7.8% | -11.3% | +19.1% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling