-56.8%
SNAP vs AVTR
+5.1%
-61.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.7% | -3.5% |
| 7D | -7.1% | -3.6% | -3.5% | -5.6% |
| 30D | -14.6% | +0.8% | -15.4% | -14.8% |
| 3M | -5.0% | +17.4% | -22.4% | -11.3% |
| 6M | -18.8% | +83.5% | -102.3% | -38.4% |
| YTD | -38.5% | +35.0% | -73.5% | -47.2% |
| 1Y | -38.1% | +36.7% | -74.7% | -47.3% |
| 3Y | -53.8% | -15.3% | -38.4% | -55.5% |
| 5Y | -90.7% | -59.5% | -31.2% | -87.1% |
| All | -56.8% | +5.1% | -61.9% | -60.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling