+94.8%
SNOW vs AVTR
-26.6%
+121.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.5% |
| 7D | +8.4% | +1.6% | +6.8% | +8.1% |
| 30D | -1.0% | +8.4% | -9.3% | -3.0% |
| 3M | +38.3% | +50.2% | -11.8% | +23.6% |
| 6M | +81.3% | +82.6% | -1.3% | +54.5% |
| YTD | +51.1% | +29.8% | +21.3% | +37.3% |
| 1Y | +47.0% | +16.0% | +31.0% | +34.1% |
| All | +94.8% | -26.6% | +121.4% | +97.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling