+4.9%
STM vs AVTR
-15.6%
+20.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.2% | +2.3% | +3.9% |
| 7D | -10.7% | -3.6% | -7.1% | -9.9% |
| 30D | -25.7% | +0.8% | -26.5% | -25.8% |
| 3M | -21.6% | +17.4% | -38.9% | -24.6% |
| 6M | -27.8% | +83.5% | -111.3% | -39.8% |
| YTD | +61.8% | +35.0% | +26.8% | +46.7% |
| 1Y | +78.1% | +36.7% | +41.4% | +60.4% |
| 3Y | +4.9% | -15.3% | +20.2% | +1.0% |
| All | +4.9% | -15.6% | +20.5% | +1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling