+9.0%
SNOW vs AXP
-11.1%
+20.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.8% | +1.7% |
| 7D | +0.2% | -0.6% | +0.9% | +0.6% |
| 30D | -19.8% | +5.0% | -24.8% | -21.9% |
| 3M | -11.6% | -4.2% | -7.4% | -9.7% |
| 6M | +94.0% | +2.9% | +91.1% | +88.2% |
| YTD | +34.8% | -11.6% | +46.4% | +39.0% |
| All | +9.0% | -11.1% | +20.1% | +12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling