+32.8%
SNOW vs AVTR
-31.9%
+64.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.0% | -4.8% |
| 7D | +2.8% | +2.7% | +0.1% | +1.8% |
| 30D | +6.4% | +12.1% | -5.6% | +1.7% |
| 3M | +38.1% | +57.2% | -19.2% | +13.4% |
| 6M | +100.4% | +73.1% | +27.3% | +58.3% |
| YTD | +53.7% | +30.6% | +23.1% | +34.6% |
| 1Y | +52.0% | +13.5% | +38.5% | +35.9% |
| 3Y | +114.7% | -31.0% | +145.7% | +126.3% |
| 5Y | +8.8% | -63.2% | +72.0% | +71.2% |
| All | +32.8% | -31.9% | +64.7% | +60.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling