+14.6%
SNOW vs AXP
+224.5%
-209.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -3.0% |
| 7D | +5.5% | -0.1% | +5.6% | +5.6% |
| 30D | -13.2% | +4.4% | -17.6% | -15.3% |
| 3M | -13.7% | -6.4% | -7.3% | -11.0% |
| 6M | +91.0% | +4.2% | +86.8% | +85.5% |
| YTD | +32.7% | -12.4% | +45.0% | +41.1% |
| 1Y | +13.3% | -11.1% | +24.4% | +19.2% |
| 3Y | +83.4% | +114.9% | -31.5% | +22.8% |
| 5Y | -24.7% | +87.4% | -112.1% | -48.5% |
| All | +14.6% | +224.5% | -209.9% | -9.6% |
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