+21.0%
STM vs AVAV
+39.7%
-18.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.1% |
| 7D | +5.8% | -2.2% | +8.0% | +6.1% |
| 30D | -1.0% | -13.9% | +12.9% | +1.1% |
| 3M | -33.3% | -29.2% | -4.0% | -30.4% |
| 6M | +57.4% | -36.1% | +93.5% | +65.1% |
| YTD | +102.2% | -40.2% | +142.4% | +110.4% |
| 1Y | +99.6% | -36.2% | +135.8% | +103.3% |
| 3Y | +14.5% | +47.5% | -33.0% | -5.4% |
| All | +21.0% | +39.7% | -18.7% | -7.2% |
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 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