+272.6%
STLD vs AVAV
+34.3%
+238.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +12.6% | -10.5% | +0.7% |
| 7D | -9.7% | +3.2% | -12.8% | -10.1% |
| 30D | -4.5% | -7.4% | +2.9% | -4.0% |
| 3M | -13.1% | -32.0% | +18.9% | -9.8% |
| 6M | -2.8% | -24.6% | +21.8% | -1.3% |
| YTD | +35.3% | -47.5% | +82.9% | +40.4% |
| 1Y | +51.4% | -61.5% | +112.9% | +63.7% |
| 3Y | +117.9% | +5.5% | +112.5% | +93.2% |
| 5Y | +272.6% | +35.7% | +236.9% | +183.8% |
| All | +272.6% | +34.3% | +238.3% | +183.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling