+18.0%
AVTR vs STZ
-12.7%
+30.7%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.4% |
| 7D | -2.0% | -4.1% | +2.0% | -1.2% |
| 30D | +8.1% | -7.6% | +15.7% | +9.8% |
| 3M | +54.2% | -12.3% | +66.5% | +58.6% |
| 6M | +82.6% | -16.3% | +98.9% | +88.9% |
| YTD | +29.8% | -8.4% | +38.2% | +23.6% |
| 1Y | +18.0% | -10.8% | +28.8% | +14.5% |
| All | +18.0% | -12.7% | +30.7% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling