+740.9%
STLD vs AVAV
+315.4%
+425.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.5% | -2.8% |
| 7D | +2.9% | +4.2% | -1.3% | +2.1% |
| 30D | -5.6% | -2.6% | -3.0% | -5.5% |
| 3M | -11.7% | -38.0% | +26.2% | -4.8% |
| 6M | -2.8% | -27.0% | +24.2% | 0.0% |
| YTD | +36.4% | -51.4% | +87.9% | +46.6% |
| 1Y | +50.0% | -60.2% | +110.2% | +67.1% |
| 3Y | +122.3% | -6.7% | +129.0% | +92.7% |
| 5Y | +273.2% | +28.3% | +244.9% | +181.9% |
| All | +740.9% | +315.4% | +425.5% | +344.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling