-79.2%
SNAP vs AVAV
+272.0%
-351.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -9.8% | -4.2% | -11.8% |
| 7D | -10.4% | -24.3% | +13.9% | -4.7% |
| 30D | -11.9% | -28.9% | +16.9% | -5.3% |
| 3M | -4.5% | -39.3% | +34.8% | +6.0% |
| 6M | -16.7% | -38.8% | +22.1% | -9.2% |
| YTD | -36.9% | -57.8% | +20.9% | -27.3% |
| 1Y | -30.3% | -70.9% | +40.6% | -13.0% |
| 3Y | -52.5% | -14.8% | -37.7% | -56.6% |
| 5Y | -90.4% | +7.3% | -97.7% | -92.0% |
| All | -79.2% | +272.0% | -351.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling