+96.6%
QQQ vs AXP
+114.8%
-18.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.6% |
| 7D | +0.4% | -2.1% | +2.5% | +1.2% |
| 30D | +0.2% | -6.5% | +6.8% | +2.9% |
| 3M | -2.8% | +4.6% | -7.5% | -4.9% |
| 6M | +18.0% | +5.4% | +12.6% | +14.8% |
| YTD | +17.3% | -11.1% | +28.4% | +22.1% |
| 1Y | +25.6% | -0.3% | +25.9% | +23.5% |
| All | +96.6% | +114.8% | -18.1% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling