-27.7%
AVTR vs STLA
-64.4%
+36.7%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.8% |
| 7D | +2.7% | +2.6% | +0.1% | +1.9% |
| 30D | +12.1% | -1.2% | +13.3% | +12.3% |
| 3M | +57.2% | -24.8% | +82.0% | +69.4% |
| 6M | +73.1% | -25.6% | +98.6% | +86.3% |
| YTD | +30.6% | -48.9% | +79.6% | +54.2% |
| 1Y | +13.5% | -38.8% | +52.3% | +25.3% |
| All | -27.7% | -64.4% | +36.7% | -22.5% |
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