+111.6%
SNOW vs AXP
+110.9%
+0.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.1% | -4.3% | -4.7% |
| 7D | +2.8% | -2.1% | +4.9% | +4.2% |
| 30D | +6.4% | -6.5% | +13.0% | +11.0% |
| 3M | +38.1% | +4.6% | +33.4% | +33.0% |
| 6M | +100.4% | +5.4% | +95.0% | +92.4% |
| YTD | +53.7% | -11.1% | +64.8% | +64.3% |
| 1Y | +52.0% | -0.3% | +52.3% | +49.4% |
| All | +111.6% | +110.9% | +0.6% | +23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling