-55.1%
SNAP vs AVAV
+2.7%
-57.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +12.6% | -10.8% | -0.7% |
| 7D | -7.3% | +3.2% | -10.5% | -8.2% |
| 30D | -18.9% | -7.4% | -11.5% | -18.1% |
| 3M | -5.3% | -32.0% | +26.8% | +1.7% |
| 6M | -16.9% | -24.6% | +7.6% | -13.9% |
| YTD | -37.4% | -47.5% | +10.1% | -32.1% |
| 1Y | -38.5% | -61.5% | +23.0% | -28.7% |
| 3Y | -55.1% | +5.5% | -60.5% | -63.9% |
| All | -55.1% | +2.7% | -57.8% | -63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling