-28.9%
AVTR vs STLD
+135.5%
-164.4%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.0% |
| 7D | +2.7% | +3.1% | -0.5% | +1.8% |
| 30D | +12.1% | -9.0% | +21.0% | +14.6% |
| 3M | +57.2% | -12.4% | +69.6% | +62.0% |
| 6M | +73.1% | +25.5% | +47.6% | +59.2% |
| YTD | +30.6% | +43.6% | -13.0% | +14.4% |
| 1Y | +13.5% | +87.2% | -73.7% | -9.3% |
| All | -28.9% | +135.5% | -164.4% | -46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling