-52.7%
SNAP vs AVTR
+3.6%
-56.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.5% |
| 7D | +1.5% | +7.4% | -5.9% | -1.5% |
| 30D | +1.9% | +12.2% | -10.3% | -3.0% |
| 3M | -3.9% | +57.4% | -61.3% | -21.7% |
| 6M | +5.2% | +86.7% | -81.4% | -20.9% |
| YTD | -32.7% | +33.1% | -65.8% | -41.8% |
| 1Y | -24.8% | +16.1% | -40.9% | -33.3% |
| 3Y | -42.2% | -24.6% | -17.6% | -41.1% |
| 5Y | -92.7% | -63.5% | -29.2% | -89.4% |
| All | -52.7% | +3.6% | -56.3% | -56.9% |
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