+97.0%
STM vs AVAV
-62.2%
+159.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.4% |
| 7D | +1.4% | +9.9% | -8.4% | +0.2% |
| 30D | -8.4% | -5.4% | -3.0% | -8.2% |
| 3M | -15.8% | -36.5% | +20.7% | -13.4% |
| 6M | -22.8% | -25.3% | +2.4% | -21.1% |
| YTD | +79.4% | -48.6% | +127.9% | +83.5% |
| 1Y | +97.0% | -62.1% | +159.1% | +108.5% |
| All | +97.0% | -62.2% | +159.2% | +108.5% |
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