-15.7%
STM vs AVAV
+18.1%
-33.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +10.5% | -6.0% | +2.7% |
| 7D | -10.7% | -10.6% | -0.2% | -9.1% |
| 30D | -25.7% | -18.8% | -6.9% | -23.3% |
| 3M | -21.6% | -34.1% | +12.5% | -16.7% |
| 6M | -27.8% | -35.3% | +7.5% | -24.0% |
| YTD | +61.8% | -53.4% | +115.1% | +74.7% |
| 1Y | +78.1% | -65.6% | +143.7% | +102.4% |
| 3Y | +4.9% | -5.1% | +10.0% | -7.0% |
| All | -15.7% | +18.1% | -33.9% | -35.9% |
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