-79.7%
SNAP vs AVAV
+310.9%
-390.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +10.5% | -13.0% | -4.9% |
| 7D | -7.1% | -10.6% | +3.5% | -5.0% |
| 30D | -14.6% | -18.8% | +4.2% | -11.0% |
| 3M | -5.0% | -34.1% | +29.1% | +3.4% |
| 6M | -18.8% | -35.3% | +16.5% | -12.7% |
| YTD | -38.5% | -53.4% | +14.8% | -30.8% |
| 1Y | -38.1% | -65.6% | +27.6% | -25.6% |
| 3Y | -53.8% | -5.1% | -48.7% | -58.8% |
| 5Y | -90.7% | +18.5% | -109.2% | -92.4% |
| All | -79.7% | +310.9% | -390.7% | -87.7% |
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