+284.7%
SNPS vs AVTR
+8.1%
+276.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +0.8% | +2.8% |
| 7D | +0.2% | +1.9% | -1.7% | -0.4% |
| 30D | -8.4% | +1.5% | -10.0% | -8.9% |
| 3M | +12.3% | +17.1% | -4.8% | +6.4% |
| 6M | -9.6% | +91.5% | -101.0% | -28.4% |
| YTD | -0.6% | +38.8% | -39.4% | -12.9% |
| 1Y | +18.7% | +37.7% | -19.1% | +3.9% |
| 3Y | -7.6% | -13.5% | +5.9% | -10.9% |
| 5Y | +34.1% | -59.3% | +93.4% | +69.4% |
| All | +284.7% | +8.1% | +276.6% | +268.1% |
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