-19.9%
SNOW vs AXP
+89.0%
-108.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.8% | +1.8% |
| 7D | +0.2% | -0.6% | +0.9% | +0.7% |
| 30D | -19.8% | +5.0% | -24.8% | -22.8% |
| 3M | -11.6% | -4.2% | -7.4% | -9.3% |
| 6M | +94.0% | +2.9% | +91.1% | +87.8% |
| YTD | +34.8% | -11.6% | +46.4% | +45.3% |
| 1Y | +10.1% | -11.1% | +21.2% | +17.8% |
| 3Y | +84.4% | +116.7% | -32.3% | -5.4% |
| All | -19.9% | +89.0% | -108.9% | -52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling