+1,081.9%
STLD vs AVAV
+479.1%
+602.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.3% |
| 7D | +3.1% | -2.2% | +5.4% | +3.6% |
| 30D | -9.0% | -13.9% | +4.9% | -6.7% |
| 3M | -12.4% | -29.2% | +16.9% | -8.1% |
| 6M | +25.5% | -36.1% | +61.6% | +32.7% |
| YTD | +43.6% | -40.2% | +83.8% | +49.9% |
| 1Y | +87.2% | -36.2% | +123.4% | +90.5% |
| 3Y | +135.2% | +47.5% | +87.7% | +83.4% |
| 5Y | +290.9% | +39.3% | +251.6% | +192.9% |
| All | +1,081.9% | +479.1% | +602.8% | +383.6% |
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