+5.5%
AVAV vs STLA
-73.7%
+79.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -0.2% | +12.8% | +12.6% |
| 7D | +3.2% | -6.4% | +9.5% | +4.2% |
| 30D | -7.4% | -1.3% | -6.1% | -7.3% |
| 3M | -32.0% | -19.9% | -12.1% | -29.7% |
| 6M | -24.6% | -42.9% | +18.3% | -18.0% |
| YTD | -47.5% | -59.4% | +11.9% | -40.7% |
| 1Y | -61.5% | -56.8% | -4.7% | -57.2% |
| 3Y | +5.5% | -73.1% | +78.5% | +30.3% |
| All | +5.5% | -73.7% | +79.2% | +30.3% |
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