+2.6%
AVTR vs STLA
-35.8%
+38.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.6% | -1.8% |
| 7D | +1.6% | +0.4% | +1.2% | +1.4% |
| 30D | +8.4% | -5.2% | +13.6% | +10.1% |
| 3M | +50.2% | -24.9% | +75.0% | +64.2% |
| 6M | +82.6% | -25.2% | +107.8% | +98.9% |
| YTD | +29.8% | -51.4% | +81.3% | +60.0% |
| 1Y | +16.0% | -40.7% | +56.7% | +32.1% |
| 3Y | -26.4% | -66.3% | +39.8% | -3.3% |
| 5Y | -64.5% | -63.2% | -1.2% | -56.6% |
| All | +2.6% | -35.8% | +38.5% | -8.8% |
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