+223.9%
SNPS vs AVTR
+1.1%
+222.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +1.1% |
| 7D | -5.5% | +1.6% | -7.0% | -6.0% |
| 30D | -4.5% | +8.4% | -12.9% | -6.9% |
| 3M | -15.5% | +50.2% | -65.6% | -26.8% |
| 6M | -10.1% | +82.6% | -92.6% | -27.6% |
| YTD | -16.3% | +29.8% | -46.1% | -24.9% |
| 1Y | -34.9% | +16.0% | -50.9% | -40.5% |
| 3Y | -14.4% | -26.4% | +12.1% | -12.7% |
| 5Y | +17.9% | -64.5% | +82.4% | +56.0% |
| All | +223.9% | +1.1% | +222.8% | +217.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling