+308.9%
AVAV vs STLA
-4.1%
+313.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.5% |
| 7D | +4.2% | -13.8% | +18.0% | +8.0% |
| 30D | -2.6% | -10.5% | +8.0% | -0.3% |
| 3M | -38.0% | -28.9% | -9.1% | -33.0% |
| 6M | -27.0% | -49.7% | +22.7% | -14.2% |
| YTD | -51.4% | -64.9% | +13.5% | -38.8% |
| 1Y | -60.2% | -64.0% | +3.8% | -50.5% |
| 3Y | -6.7% | -77.4% | +70.8% | +26.2% |
| 5Y | +28.3% | -74.4% | +102.7% | +61.0% |
| All | +308.9% | -4.1% | +313.0% | +312.8% |
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