-15.9%
AVTR vs STZ
-37.0%
+21.1%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +2.7% |
| 7D | -3.6% | +4.9% | -8.5% | -5.1% |
| 30D | +0.8% | +20.9% | -20.1% | -5.3% |
| 3M | +17.4% | +8.0% | +9.4% | +14.1% |
| 6M | +83.5% | -5.3% | +88.8% | +86.3% |
| YTD | +35.0% | +5.9% | +29.1% | +28.8% |
| 1Y | +36.7% | +14.2% | +22.4% | +25.5% |
| All | -15.9% | -37.0% | +21.1% | -8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling