+7.4%
AVTR vs STLA
-48.3%
+55.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.6% | +1.5% | -1.0% |
| 7D | -0.1% | -4.9% | +4.8% | +1.4% |
| 30D | -0.6% | -4.9% | +4.3% | +0.3% |
| 3M | +13.4% | -23.7% | +37.1% | +22.1% |
| 6M | +87.4% | -45.0% | +132.3% | +123.9% |
| YTD | +35.9% | -60.9% | +96.7% | +77.4% |
| 1Y | +35.4% | -58.9% | +94.3% | +73.1% |
| 3Y | -16.1% | -74.4% | +58.3% | +19.8% |
| 5Y | -59.4% | -71.5% | +12.2% | -46.4% |
| All | +7.4% | -48.3% | +55.7% | +1.1% |
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