-11.2%
AXP vs SNAP
-42.2%
+30.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.3% | -0.9% |
| 7D | +0.6% | -7.1% | +7.7% | +1.5% |
| 30D | +5.8% | -14.6% | +20.5% | +7.9% |
| 3M | -6.0% | -5.0% | -1.0% | -5.9% |
| 6M | +0.3% | -18.8% | +19.1% | +1.9% |
| YTD | -12.3% | -38.5% | +26.3% | -8.7% |
| 1Y | -11.2% | -38.1% | +26.8% | -7.6% |
| All | -11.2% | -42.2% | +30.9% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling