+32.8%
SNOW vs AXP
+229.1%
-196.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.1% | -4.3% | -4.8% |
| 7D | +2.8% | -2.1% | +4.9% | +4.0% |
| 30D | +6.4% | -6.5% | +13.0% | +10.3% |
| 3M | +38.1% | +4.6% | +33.4% | +34.1% |
| 6M | +100.4% | +5.4% | +95.0% | +94.1% |
| YTD | +53.7% | -11.1% | +64.8% | +62.8% |
| 1Y | +52.0% | -0.3% | +52.3% | +50.4% |
| 3Y | +114.7% | +111.6% | +3.1% | +45.1% |
| 5Y | +8.8% | +117.6% | -108.8% | -25.4% |
| All | +32.8% | +229.1% | -196.3% | +4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling