+358.4%
AVAV vs STLA
+18.3%
+340.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.2% | +10.7% | +10.5% |
| 7D | -10.6% | -4.5% | -6.1% | -9.6% |
| 30D | -18.8% | -3.9% | -14.9% | -18.3% |
| 3M | -34.1% | -20.2% | -13.9% | -30.9% |
| 6M | -35.3% | -42.2% | +6.8% | -26.7% |
| YTD | -53.4% | -59.3% | +5.9% | -43.6% |
| 1Y | -65.6% | -56.1% | -9.6% | -59.4% |
| 3Y | -5.1% | -73.7% | +68.6% | +23.1% |
| 5Y | +18.5% | -70.3% | +88.8% | +43.0% |
| All | +358.4% | +18.3% | +340.0% | +362.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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