-25.9%
STRL vs AVAV
-68.0%
+42.2%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -8.3% | -13.1% | -20.1% |
| 7D | -27.1% | -10.1% | -17.0% | -25.6% |
| 30D | -45.8% | -18.7% | -27.1% | -44.0% |
| 3M | -47.6% | -33.0% | -14.6% | -44.8% |
| 6M | -46.4% | -37.2% | -9.2% | -43.6% |
| YTD | -7.4% | -53.2% | +45.8% | -7.2% |
| 1Y | -25.9% | -69.0% | +43.1% | +3.4% |
| All | -25.9% | -68.0% | +42.2% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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