+19.6%
STM vs AVTR
-26.6%
+46.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.2% |
| 7D | +1.7% | +1.6% | +0.1% | +1.2% |
| 30D | -5.2% | +8.4% | -13.5% | -7.1% |
| 3M | -29.6% | +50.2% | -79.8% | -37.8% |
| 6M | +54.4% | +82.6% | -28.2% | +27.7% |
| YTD | +99.5% | +29.8% | +69.7% | +82.3% |
| 1Y | +100.8% | +16.0% | +84.8% | +85.3% |
| All | +19.6% | -26.6% | +46.2% | +20.5% |
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 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