+799.8%
STLD vs AVAV
+360.4%
+439.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.1% |
| 7D | -0.5% | +9.9% | -10.3% | -2.3% |
| 30D | -0.1% | -5.4% | +5.3% | +0.5% |
| 3M | -9.2% | -36.5% | +27.4% | -2.4% |
| 6M | +1.8% | -25.3% | +27.0% | +4.2% |
| YTD | +42.1% | -48.6% | +90.7% | +51.2% |
| 1Y | +58.5% | -62.1% | +120.6% | +78.6% |
| 3Y | +128.2% | +2.3% | +125.9% | +94.2% |
| 5Y | +288.2% | +35.4% | +252.9% | +190.5% |
| 10Y | +799.8% | +345.1% | +454.7% | +364.7% |
| All | +799.8% | +360.4% | +439.4% | +364.7% |
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