+8.4%
SNOW vs AXP
-11.2%
+19.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -9.8% |
| 6M | +91.0% | +3.2% | +87.8% | +85.0% |
| YTD | +32.7% | -11.3% | +44.1% | +36.8% |
| All | +8.4% | -11.2% | +19.7% | +11.8% |
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