+225.0%
STM vs AVTR
+3.6%
+221.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.2% |
| 7D | +5.2% | +7.4% | -2.2% | +2.4% |
| 30D | -7.4% | +12.2% | -19.6% | -11.4% |
| 3M | -30.6% | +57.4% | -88.0% | -43.1% |
| 6M | +66.4% | +86.7% | -20.3% | +26.2% |
| YTD | +101.1% | +33.1% | +68.1% | +73.7% |
| 1Y | +97.4% | +16.1% | +81.2% | +75.2% |
| 3Y | +21.1% | -24.6% | +45.8% | +23.4% |
| 5Y | +22.5% | -63.5% | +86.0% | +69.1% |
| All | +225.0% | +3.6% | +221.4% | +180.3% |
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