-56.0%
SNAP vs AVTR
+8.1%
-64.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.0% | +0.6% |
| 7D | -7.3% | +1.9% | -9.3% | -7.9% |
| 30D | -18.9% | +1.5% | -20.5% | -19.4% |
| 3M | -5.3% | +17.1% | -22.3% | -11.5% |
| 6M | -16.9% | +91.5% | -108.4% | -38.1% |
| YTD | -37.4% | +38.8% | -76.3% | -46.9% |
| 1Y | -38.5% | +37.7% | -76.2% | -47.8% |
| 3Y | -55.1% | -13.5% | -41.6% | -57.1% |
| 5Y | -90.8% | -59.3% | -31.5% | -87.3% |
| All | -56.0% | +8.1% | -64.1% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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