-78.2%
SNAP vs AVAV
+353.4%
-431.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.7% | +6.1% | +6.6% |
| 7D | -9.8% | +9.9% | -19.7% | -11.8% |
| 30D | -18.2% | -5.4% | -12.8% | -17.6% |
| 3M | -3.1% | -36.5% | +33.5% | +6.2% |
| 6M | -7.1% | -25.3% | +18.1% | -3.4% |
| YTD | -33.8% | -48.6% | +14.7% | -27.2% |
| 1Y | -39.0% | -62.1% | +23.0% | -28.4% |
| 3Y | -52.8% | +2.3% | -55.1% | -58.7% |
| 5Y | -90.0% | +35.4% | -125.4% | -92.1% |
| All | -78.2% | +353.4% | -431.5% | -87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 10y: compounded portfolio wealth divided by compounded AVAV 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…
10y analysis · Full analysis span regression · 6 months rolling