+1,848.9%
STLD vs AVAV
+308.3%
+1,540.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -9.8% | +2.3% | -5.3% |
| 7D | -12.5% | -24.3% | +11.8% | -6.6% |
| 30D | -6.8% | -28.9% | +22.1% | +0.6% |
| 3M | -16.4% | -39.3% | +22.9% | -6.7% |
| 6M | -6.1% | -38.8% | +32.6% | +1.7% |
| YTD | +32.0% | -57.8% | +89.8% | +50.4% |
| 1Y | +45.5% | -70.9% | +116.4% | +81.2% |
| 3Y | +106.5% | -14.8% | +121.3% | +77.4% |
| 5Y | +267.2% | +7.3% | +259.9% | +173.4% |
| 10Y | +878.9% | +325.3% | +553.5% | +311.0% |
| All | +1,848.9% | +308.3% | +1,540.6% | +613.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling