+192.7%
STM vs AVTR
+5.6%
+187.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | +12.0% | +0.5% | +11.6% | +11.9% |
| 30D | -0.4% | -1.0% | +0.7% | +0.2% |
| 3M | -13.2% | +12.2% | -25.4% | -17.1% |
| 6M | -26.1% | +97.5% | -123.5% | -44.8% |
| YTD | +81.2% | +35.6% | +45.6% | +55.1% |
| 1Y | +98.3% | +32.8% | +65.5% | +70.7% |
| 3Y | +16.7% | -16.5% | +33.2% | +13.8% |
| 5Y | -4.8% | -59.1% | +54.3% | +25.4% |
| All | +192.7% | +5.6% | +187.2% | +150.3% |
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