-54.6%
SNAP vs AVTR
+6.1%
-60.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.0% |
| 7D | +2.6% | +3.2% | -0.6% | +1.2% |
| 30D | -19.6% | +0.5% | -20.0% | -19.6% |
| 3M | +0.4% | +12.1% | -11.7% | -4.4% |
| 6M | -5.9% | +91.2% | -97.1% | -29.9% |
| YTD | -35.3% | +36.3% | -71.6% | -44.6% |
| 1Y | -42.6% | +35.2% | -77.8% | -50.9% |
| 3Y | -53.9% | -15.8% | -38.0% | -55.4% |
| 5Y | -90.3% | -58.9% | -31.4% | -86.7% |
| All | -54.6% | +6.1% | -60.7% | -59.1% |
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