+14.7%
SNOW vs AVAV
+92.9%
-78.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +12.6% | -7.1% | +1.9% |
| 7D | +0.2% | +3.2% | -3.0% | -1.0% |
| 30D | -21.1% | -7.4% | -13.7% | -19.6% |
| 3M | -11.9% | -32.0% | +20.1% | -2.5% |
| 6M | +91.0% | -24.6% | +115.5% | +102.6% |
| YTD | +32.7% | -47.5% | +80.2% | +50.2% |
| 1Y | +10.8% | -61.5% | +72.2% | +36.0% |
| 3Y | +86.2% | +5.5% | +80.7% | +51.6% |
| 5Y | -22.7% | +35.7% | -58.5% | -45.6% |
| All | +14.7% | +92.9% | -78.2% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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