+96.5%
STM vs AVTR
+37.4%
+59.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.4% | -6.4% | -6.1% |
| 7D | -6.0% | -6.2% | +0.2% | -5.8% |
| 30D | -20.9% | -1.0% | -19.9% | -20.8% |
| 3M | -15.8% | +14.4% | -30.2% | -16.0% |
| 6M | -17.0% | +95.9% | -112.9% | -23.4% |
| YTD | +76.8% | +36.6% | +40.2% | +72.6% |
| 1Y | +96.5% | +35.1% | +61.3% | +92.0% |
| All | +96.5% | +37.4% | +59.1% | +92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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