+2.6%
AVTR vs STZ
-32.7%
+35.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.6% |
| 7D | +1.6% | -6.0% | +7.6% | +4.2% |
| 30D | +8.4% | -8.9% | +17.3% | +12.4% |
| 3M | +50.2% | -12.6% | +62.7% | +57.9% |
| 6M | +82.6% | -17.2% | +99.8% | +95.3% |
| YTD | +29.8% | -10.0% | +39.9% | +32.5% |
| 1Y | +16.0% | -14.3% | +30.3% | +21.2% |
| 3Y | -26.4% | -49.9% | +23.5% | -3.7% |
| 5Y | -64.5% | -38.2% | -26.2% | -58.5% |
| All | +2.6% | -32.7% | +35.3% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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