+361.7%
AXP vs SNAP
-79.0%
+440.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.8% |
| 7D | -1.1% | -7.3% | +6.2% | -0.3% |
| 30D | +5.2% | -18.9% | +24.2% | +7.7% |
| 3M | -4.6% | -5.3% | +0.7% | -4.4% |
| 6M | +3.2% | -16.9% | +20.2% | +4.5% |
| YTD | -11.3% | -37.4% | +26.1% | -7.8% |
| 1Y | -11.0% | -38.5% | +27.5% | -7.4% |
| 3Y | +120.2% | -55.1% | +175.2% | +127.4% |
| 5Y | +91.7% | -90.8% | +182.5% | +115.8% |
| All | +361.7% | -79.0% | +440.7% | +290.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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