+179.0%
STM vs AVTR
+8.1%
+170.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.8% | +3.9% | +5.7% |
| 7D | -5.6% | +1.9% | -7.5% | -6.1% |
| 30D | -14.4% | +1.5% | -16.0% | -14.8% |
| 3M | -20.5% | +17.1% | -37.5% | -25.3% |
| 6M | -24.5% | +91.5% | -116.0% | -43.1% |
| YTD | +72.7% | +38.8% | +33.9% | +46.6% |
| 1Y | +91.0% | +37.7% | +53.3% | +62.1% |
| 3Y | +13.5% | -13.5% | +27.0% | +9.1% |
| 5Y | -9.2% | -59.3% | +50.1% | +20.1% |
| All | +179.0% | +8.1% | +170.9% | +136.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling