+3.2%
AVTR vs STLD
+813.9%
-810.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.9% |
| 7D | +2.7% | +3.1% | -0.5% | +1.7% |
| 30D | +12.1% | -9.0% | +21.0% | +15.0% |
| 3M | +57.2% | -12.4% | +69.6% | +62.4% |
| 6M | +73.1% | +25.5% | +47.6% | +58.4% |
| YTD | +30.6% | +43.6% | -13.0% | +13.6% |
| 1Y | +13.5% | +87.2% | -73.7% | -9.9% |
| 3Y | -31.0% | +135.2% | -166.2% | -50.5% |
| 5Y | -63.2% | +290.9% | -354.1% | -79.4% |
| All | +3.2% | +813.9% | -810.7% | -69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling