+7.4%
AVTR vs STZ
-18.7%
+26.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -0.1% | +5.3% | -5.5% | -2.3% |
| 30D | -0.6% | +19.6% | -20.2% | -8.3% |
| 3M | +13.4% | +10.0% | +3.4% | +8.0% |
| 6M | +87.4% | -0.3% | +87.6% | +85.2% |
| YTD | +35.9% | +8.6% | +27.3% | +27.3% |
| 1Y | +35.4% | +16.6% | +18.8% | +22.2% |
| 3Y | -16.1% | -34.8% | +18.7% | -2.8% |
| 5Y | -59.4% | -27.8% | -31.5% | -55.7% |
| All | +7.4% | -18.7% | +26.1% | -3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling