-26.1%
SNOW vs AVAV
+28.1%
-54.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.7% | +0.2% | -1.8% |
| 7D | +5.5% | +4.2% | +1.3% | +4.1% |
| 30D | -13.2% | -2.6% | -10.6% | -12.8% |
| 3M | -13.7% | -38.0% | +24.2% | -1.6% |
| 6M | +91.0% | -27.0% | +118.0% | +105.2% |
| YTD | +32.7% | -51.4% | +84.1% | +53.9% |
| 1Y | +13.3% | -60.2% | +73.5% | +38.5% |
| 3Y | +83.4% | -6.7% | +90.0% | +50.4% |
| All | -26.1% | +28.1% | -54.2% | -55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling