-53.8%
SNAP vs AVTR
-15.6%
-38.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.7% | -3.2% |
| 7D | -7.1% | -3.6% | -3.5% | -6.1% |
| 30D | -14.6% | +0.8% | -15.4% | -14.7% |
| 3M | -5.0% | +17.4% | -22.4% | -9.2% |
| 6M | -18.8% | +83.5% | -102.3% | -32.3% |
| YTD | -38.5% | +35.0% | -73.5% | -44.5% |
| 1Y | -38.1% | +36.7% | -74.7% | -44.4% |
| 3Y | -53.8% | -15.3% | -38.4% | -54.7% |
| All | -53.8% | -15.6% | -38.2% | -54.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling