+226.7%
STM vs AVTR
+1.7%
+225.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.4% |
| 7D | +5.8% | +2.7% | +3.1% | +4.7% |
| 30D | -1.0% | +12.1% | -13.1% | -5.3% |
| 3M | -33.3% | +57.2% | -90.5% | -45.2% |
| 6M | +57.4% | +73.1% | -15.7% | +23.1% |
| YTD | +102.2% | +30.6% | +71.6% | +75.9% |
| 1Y | +99.6% | +13.5% | +86.1% | +78.8% |
| 3Y | +14.5% | -31.0% | +45.5% | +21.4% |
| 5Y | +21.4% | -63.2% | +84.6% | +66.8% |
| All | +226.7% | +1.7% | +225.0% | +183.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling