-16.5%
AVTR vs STLD
+119.8%
-136.3%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.4% |
| 7D | +0.5% | +2.9% | -2.5% | -0.4% |
| 30D | -1.0% | -5.6% | +4.5% | +0.3% |
| 3M | +12.2% | -11.7% | +23.9% | +15.5% |
| 6M | +97.5% | -2.8% | +100.2% | +95.9% |
| YTD | +35.6% | +36.4% | -0.8% | +19.4% |
| 1Y | +32.8% | +50.0% | -17.2% | +13.1% |
| 3Y | -16.5% | +122.3% | -138.8% | -38.0% |
| All | -16.5% | +119.8% | -136.3% | -38.0% |
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