+224.4%
SNPS vs AVTR
+1.7%
+222.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -3.9% | -4.9% |
| 7D | -11.0% | +2.7% | -13.7% | -11.7% |
| 30D | -1.7% | +12.1% | -13.8% | -5.2% |
| 3M | -20.4% | +57.2% | -77.6% | -32.0% |
| 6M | -8.6% | +73.1% | -81.7% | -25.1% |
| YTD | -16.2% | +30.6% | -46.8% | -24.9% |
| 1Y | -34.6% | +13.5% | -48.1% | -39.7% |
| 3Y | -14.5% | -31.0% | +16.5% | -10.5% |
| 5Y | +17.0% | -63.2% | +80.2% | +53.0% |
| All | +224.4% | +1.7% | +222.7% | +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 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