+392.6%
STM vs AVAV
+361.4%
+31.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +10.5% | -6.0% | +2.4% |
| 7D | -10.7% | -10.6% | -0.2% | -8.7% |
| 30D | -25.7% | -18.8% | -6.9% | -22.6% |
| 3M | -21.6% | -34.1% | +12.5% | -15.4% |
| 6M | -27.8% | -35.3% | +7.5% | -23.1% |
| YTD | +61.8% | -53.4% | +115.1% | +78.1% |
| 1Y | +78.1% | -65.6% | +143.7% | +108.1% |
| 3Y | +4.9% | -5.1% | +10.0% | -7.9% |
| 5Y | -14.3% | +18.5% | -32.8% | -32.2% |
| All | +392.6% | +361.4% | +31.2% | +179.1% |
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