-14.6%
SNPS vs AVTR
-25.8%
+11.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.3% | -0.8% |
| 7D | -5.5% | +7.4% | -12.9% | -6.9% |
| 30D | -5.8% | +12.2% | -18.0% | -7.9% |
| 3M | -17.2% | +57.4% | -74.6% | -25.4% |
| 6M | -10.4% | +86.7% | -97.0% | -22.8% |
| YTD | -16.5% | +33.1% | -49.6% | -22.6% |
| 1Y | -35.6% | +16.1% | -51.8% | -39.4% |
| 3Y | -14.6% | -24.6% | +10.0% | -11.2% |
| All | -14.6% | -25.8% | +11.2% | -11.2% |
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