+489.7%
AVAV vs STLA
+263.8%
+225.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -2.0% |
| 7D | -2.2% | +2.6% | -4.8% | -2.8% |
| 30D | -13.9% | -1.2% | -12.7% | -13.7% |
| 3M | -29.2% | -24.8% | -4.5% | -24.9% |
| 6M | -36.1% | -25.6% | -10.6% | -32.2% |
| YTD | -40.2% | -48.9% | +8.7% | -32.2% |
| 1Y | -36.2% | -38.8% | +2.6% | -31.0% |
| 3Y | +47.5% | -64.5% | +112.1% | +73.9% |
| 5Y | +39.3% | -62.4% | +101.7% | +57.5% |
| 10Y | +482.6% | +55.4% | +427.2% | +376.7% |
| All | +489.7% | +263.8% | +225.9% | +324.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling