+32.8%
SNOW vs AVAV
+119.8%
-87.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.7% | -3.7% | -4.9% |
| 7D | +2.8% | -2.2% | +5.0% | +3.5% |
| 30D | +6.4% | -13.9% | +20.3% | +10.8% |
| 3M | +38.1% | -29.2% | +67.3% | +49.3% |
| 6M | +100.4% | -36.1% | +136.5% | +122.0% |
| YTD | +53.7% | -40.2% | +93.9% | +68.7% |
| 1Y | +52.0% | -36.2% | +88.2% | +61.1% |
| 3Y | +114.7% | +47.5% | +67.1% | +55.0% |
| 5Y | +8.8% | +39.3% | -30.5% | -24.2% |
| All | +32.8% | +119.8% | -87.0% | -12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling