+60.1%
STLD vs AVAV
-68.0%
+128.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -8.3% | +5.3% | -2.8% |
| 7D | -3.9% | -10.1% | +6.2% | -3.7% |
| 30D | -0.4% | -18.7% | +18.3% | +0.1% |
| 3M | -9.2% | -33.0% | +23.8% | -8.5% |
| 6M | +5.0% | -37.2% | +42.2% | +6.0% |
| YTD | +42.8% | -53.2% | +96.0% | +42.9% |
| 1Y | +60.1% | -69.0% | +129.1% | +69.8% |
| All | +60.1% | -68.0% | +128.1% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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