+18.6%
SNOW vs AVAV
+89.0%
-70.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.6% |
| 7D | +3.7% | +9.9% | -6.2% | +0.7% |
| 30D | -16.4% | -5.4% | -11.0% | -15.4% |
| 3M | -9.9% | -36.5% | +26.7% | +1.8% |
| 6M | +98.8% | -25.3% | +124.1% | +111.5% |
| YTD | +37.3% | -48.6% | +85.9% | +56.3% |
| 1Y | +11.0% | -62.1% | +73.1% | +36.9% |
| 3Y | +87.8% | +2.3% | +85.5% | +54.4% |
| 5Y | -18.4% | +35.4% | -53.8% | -42.5% |
| All | +18.6% | +89.0% | -70.4% | -19.1% |
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