-59.4%
AVTR vs STLD
+286.6%
-346.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | +3.2% | +6.9% | -3.7% | +1.5% |
| 30D | +0.5% | -1.5% | +1.9% | +0.7% |
| 3M | +12.1% | -9.7% | +21.8% | +14.5% |
| 6M | +91.2% | +2.3% | +88.9% | +87.8% |
| YTD | +36.3% | +41.0% | -4.7% | +22.1% |
| 1Y | +35.2% | +51.8% | -16.6% | +18.7% |
| 3Y | -15.8% | +126.4% | -142.3% | -34.4% |
| All | -59.4% | +286.6% | -346.0% | -73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling