+14.7%
SNOW vs AXP
+228.2%
-213.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.0% | +4.5% | +5.0% |
| 7D | +0.2% | -1.1% | +1.3% | +0.8% |
| 30D | -21.1% | +5.2% | -26.3% | -23.3% |
| 3M | -11.9% | -4.6% | -7.3% | -10.0% |
| 6M | +91.0% | +3.2% | +87.8% | +86.5% |
| YTD | +32.7% | -11.3% | +44.1% | +40.3% |
| 1Y | +10.8% | -11.0% | +21.8% | +16.6% |
| 3Y | +86.2% | +120.2% | -34.0% | +23.2% |
| 5Y | -22.7% | +91.7% | -114.4% | -47.4% |
| All | +14.7% | +228.2% | -213.6% | -10.1% |
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