+373.5%
AXP vs SNAP
-75.3%
+448.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.9% | -3.7% | +1.5% |
| 7D | +4.6% | -0.7% | +5.3% | +4.6% |
| 30D | +9.7% | +5.5% | +4.2% | +8.9% |
| 3M | -3.8% | +2.2% | -6.0% | -4.4% |
| 6M | +4.8% | -4.1% | +8.9% | +4.4% |
| YTD | -9.1% | -26.6% | +17.6% | -7.1% |
| 1Y | -6.7% | -20.7% | +14.0% | -5.7% |
| 3Y | +125.2% | -44.8% | +170.0% | +127.2% |
| 5Y | +105.0% | -88.7% | +193.6% | +125.5% |
| All | +373.5% | -75.3% | +448.9% | +293.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling