+267.2%
STLD vs AVAV
+7.1%
+260.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -9.8% | +2.3% | -6.5% |
| 7D | -12.5% | -24.3% | +11.8% | -9.8% |
| 30D | -6.8% | -28.9% | +22.1% | -3.4% |
| 3M | -16.4% | -39.3% | +22.9% | -11.9% |
| 6M | -6.1% | -38.8% | +32.6% | -2.3% |
| YTD | +32.0% | -57.8% | +89.8% | +40.5% |
| 1Y | +45.5% | -70.9% | +116.4% | +62.9% |
| 3Y | +106.5% | -14.8% | +121.3% | +87.6% |
| 5Y | +267.2% | +7.3% | +259.9% | +201.3% |
| All | +267.2% | +7.1% | +260.1% | +201.3% |
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