+77.5%
QQQ vs AXP
+86.8%
-9.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.6% |
| 7D | +3.6% | -0.1% | +3.7% | +3.7% |
| 30D | -6.7% | +4.4% | -11.2% | -8.6% |
| 3M | -7.0% | -6.4% | -0.6% | -4.4% |
| 6M | -4.7% | +4.2% | -8.8% | -7.1% |
| YTD | +11.1% | -12.4% | +23.4% | +16.6% |
| 1Y | +12.3% | -11.1% | +23.4% | +16.9% |
| 3Y | +83.3% | +114.9% | -31.6% | +19.0% |
| All | +77.5% | +86.8% | -9.2% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling