+8.6%
SNOW vs AXP
+224.9%
-216.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +3.0% |
| 7D | -9.9% | +0.6% | -10.5% | -10.2% |
| 30D | -17.1% | +5.8% | -22.9% | -19.7% |
| 3M | -13.2% | -6.0% | -7.2% | -10.7% |
| 6M | +97.4% | +0.3% | +97.1% | +95.6% |
| YTD | +25.8% | -12.3% | +38.0% | +33.7% |
| 1Y | +4.2% | -11.2% | +15.5% | +9.8% |
| 3Y | +91.3% | +117.0% | -25.7% | +27.5% |
| 5Y | -24.4% | +93.2% | -117.5% | -48.2% |
| All | +8.6% | +224.9% | -216.2% | -14.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling