-5.1%
AVAV vs STLA
-74.0%
+69.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.2% | +10.7% | +10.5% |
| 7D | -10.6% | -4.5% | -6.1% | -9.9% |
| 30D | -18.8% | -3.9% | -14.9% | -18.4% |
| 3M | -34.1% | -20.2% | -13.9% | -31.8% |
| 6M | -35.3% | -42.2% | +6.8% | -29.8% |
| YTD | -53.4% | -59.3% | +5.9% | -47.4% |
| 1Y | -65.6% | -56.1% | -9.6% | -61.9% |
| 3Y | -5.1% | -73.7% | +68.6% | +11.9% |
| All | -5.1% | -74.0% | +69.0% | +11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling