+362.9%
AXP vs SNAP
-77.2%
+440.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | -0.6% |
| 7D | -2.1% | +0.7% | -2.8% | -2.2% |
| 30D | -6.5% | +2.6% | -9.2% | -7.0% |
| 3M | +4.6% | -9.9% | +14.5% | +5.3% |
| 6M | +5.4% | +1.9% | +3.6% | +4.0% |
| YTD | -11.1% | -32.2% | +21.1% | -8.2% |
| 1Y | -0.3% | -22.8% | +22.5% | +1.1% |
| 3Y | +111.6% | -47.6% | +159.2% | +114.9% |
| 5Y | +117.6% | -92.7% | +210.3% | +149.3% |
| All | +362.9% | -77.2% | +440.1% | +289.3% |
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