+9.7%
AVTR vs STLD
+761.2%
-751.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.1% | +0.8% | +2.2% |
| 7D | +1.9% | -9.7% | +11.6% | +5.1% |
| 30D | +1.5% | -4.5% | +6.1% | +2.9% |
| 3M | +17.1% | -13.1% | +30.2% | +21.6% |
| 6M | +91.5% | -2.8% | +94.2% | +90.4% |
| YTD | +38.8% | +35.3% | +3.5% | +22.8% |
| 1Y | +37.7% | +51.4% | -13.6% | +17.3% |
| 3Y | -13.5% | +117.9% | -131.4% | -36.4% |
| 5Y | -59.3% | +272.6% | -331.9% | -76.8% |
| All | +9.7% | +761.2% | -751.5% | -67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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