+7.9%
SNOW vs AXP
+118.2%
-110.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.1% | -4.3% | -4.6% |
| 7D | +2.8% | -2.1% | +4.9% | +4.3% |
| 30D | +6.4% | -6.5% | +13.0% | +11.4% |
| 3M | +38.1% | +4.6% | +33.4% | +32.7% |
| 6M | +100.4% | +5.4% | +95.0% | +91.7% |
| YTD | +53.7% | -11.1% | +64.8% | +65.4% |
| 1Y | +52.0% | -0.3% | +52.3% | +49.1% |
| 3Y | +114.7% | +111.6% | +3.1% | +17.0% |
| All | +7.9% | +118.2% | -110.3% | -43.3% |
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