+100.8%
STM vs AVTR
+13.4%
+87.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.6% |
| 7D | +1.7% | +1.6% | +0.1% | +1.5% |
| 30D | -5.2% | +8.4% | -13.5% | -5.7% |
| 3M | -29.6% | +50.2% | -79.8% | -33.3% |
| 6M | +54.4% | +82.6% | -28.2% | +41.2% |
| YTD | +99.5% | +29.8% | +69.7% | +92.0% |
| 1Y | +100.8% | +16.0% | +84.8% | +91.0% |
| All | +100.8% | +13.4% | +87.3% | +91.0% |
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