+107.5%
STLD vs AVAV
-5.8%
+113.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.5% | -10.0% | -0.4% |
| 7D | -11.1% | -10.6% | -0.5% | -10.4% |
| 30D | -4.8% | -18.8% | +14.0% | -3.3% |
| 3M | -14.6% | -34.1% | +19.6% | -12.0% |
| 6M | -7.4% | -35.3% | +27.9% | -5.1% |
| YTD | +32.6% | -53.4% | +85.9% | +37.0% |
| 1Y | +47.3% | -65.6% | +113.0% | +57.6% |
| 3Y | +107.5% | -5.1% | +112.6% | +97.0% |
| All | +107.5% | -5.8% | +113.3% | +97.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling