+98.3%
STM vs AVAV
-62.9%
+161.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +0.9% |
| 7D | +12.0% | +4.2% | +7.8% | +11.4% |
| 30D | -0.4% | -2.6% | +2.2% | -0.1% |
| 3M | -13.2% | -38.0% | +24.8% | -10.3% |
| 6M | -26.1% | -27.0% | +0.9% | -23.9% |
| YTD | +81.2% | -51.4% | +132.6% | +86.7% |
| 1Y | +98.3% | -60.2% | +158.5% | +108.4% |
| All | +98.3% | -62.9% | +161.2% | +108.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling