+852.5%
STLD vs AVAV
+361.4%
+491.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.5% | -10.0% | -1.4% |
| 7D | -11.1% | -10.6% | -0.5% | -9.5% |
| 30D | -4.8% | -18.8% | +14.0% | -1.5% |
| 3M | -14.6% | -34.1% | +19.6% | -8.6% |
| 6M | -7.4% | -35.3% | +27.9% | -2.5% |
| YTD | +32.6% | -53.4% | +85.9% | +43.8% |
| 1Y | +47.3% | -65.6% | +113.0% | +69.4% |
| 3Y | +107.5% | -5.1% | +112.6% | +78.4% |
| 5Y | +268.8% | +18.5% | +250.3% | +182.4% |
| All | +852.5% | +361.4% | +491.2% | +321.1% |
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