-16.1%
AVTR vs STLA
-76.9%
+60.8%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.1% | +5.4% | +0.8% |
| 7D | +3.2% | -13.1% | +16.2% | +6.7% |
| 30D | +0.5% | -13.3% | +13.7% | +3.5% |
| 3M | +12.1% | -27.9% | +40.0% | +20.8% |
| 6M | +91.2% | -47.8% | +139.0% | +124.1% |
| YTD | +36.3% | -64.6% | +100.9% | +74.8% |
| 1Y | +35.2% | -64.0% | +99.2% | +72.0% |
| All | -16.1% | -76.9% | +60.8% | +5.2% |
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