-34.9%
SNPS vs AVTR
+13.4%
-48.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.7% |
| 7D | -5.5% | +1.6% | -7.0% | -5.7% |
| 30D | -4.5% | +8.4% | -12.9% | -5.8% |
| 3M | -15.5% | +50.2% | -65.6% | -22.4% |
| 6M | -10.1% | +82.6% | -92.6% | -21.7% |
| YTD | -16.3% | +29.8% | -46.1% | -21.4% |
| 1Y | -34.9% | +16.0% | -50.9% | -42.9% |
| All | -34.9% | +13.4% | -48.4% | -42.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling