+3.2%
AVTR vs STZ
-29.0%
+32.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.1% |
| 7D | +2.7% | -1.9% | +4.6% | +3.5% |
| 30D | +12.1% | -1.9% | +13.9% | +12.7% |
| 3M | +57.2% | -6.2% | +63.5% | +60.6% |
| 6M | +73.1% | -14.0% | +87.1% | +82.4% |
| YTD | +30.6% | -5.1% | +35.7% | +30.4% |
| 1Y | +13.5% | -9.6% | +23.1% | +16.1% |
| 3Y | -31.0% | -47.2% | +16.2% | -11.6% |
| 5Y | -63.2% | -33.6% | -29.7% | -58.4% |
| All | +3.2% | -29.0% | +32.2% | -1.2% |
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