-59.6%
AVTR vs STLA
-74.6%
+14.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | +0.5% | -13.8% | +14.2% | +4.6% |
| 30D | -1.0% | -10.5% | +9.5% | +1.5% |
| 3M | +12.2% | -28.9% | +41.1% | +22.2% |
| 6M | +97.5% | -49.7% | +147.2% | +137.9% |
| YTD | +35.6% | -64.9% | +100.5% | +78.4% |
| 1Y | +32.8% | -64.0% | +96.9% | +72.7% |
| 3Y | -16.5% | -77.4% | +60.9% | +17.8% |
| All | -59.6% | -74.6% | +14.9% | -50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling