+260.7%
STM vs AVAV
+308.3%
-47.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -9.8% | -2.5% | -10.2% |
| 7D | -20.1% | -24.3% | +4.2% | -14.9% |
| 30D | -32.0% | -28.9% | -3.1% | -26.6% |
| 3M | -24.2% | -39.3% | +15.1% | -15.8% |
| 6M | -29.9% | -38.8% | +8.8% | -23.9% |
| YTD | +54.9% | -57.8% | +112.7% | +76.4% |
| 1Y | +68.0% | -70.9% | +138.9% | +107.1% |
| 3Y | -0.1% | -14.8% | +14.7% | -10.3% |
| 5Y | -17.9% | +7.3% | -25.2% | -34.2% |
| 10Y | +392.2% | +325.3% | +66.9% | +152.9% |
| All | +260.7% | +308.3% | -47.6% | +63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling