+3,877.1%
STRL vs AVAV
+360.4%
+3,516.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.2% | +4.8% |
| 7D | +7.1% | +9.9% | -2.7% | +5.0% |
| 30D | -39.4% | -5.4% | -34.0% | -38.2% |
| 3M | -43.0% | -36.5% | -6.4% | -36.5% |
| 6M | -65.0% | -25.3% | -39.7% | -63.3% |
| YTD | -0.8% | -48.6% | +47.8% | +9.7% |
| 1Y | -20.3% | -62.1% | +41.8% | -4.6% |
| 3Y | +356.5% | +2.3% | +354.2% | +309.0% |
| 5Y | +952.8% | +35.4% | +917.5% | +725.1% |
| 10Y | +3,877.1% | +345.1% | +3,532.0% | +2,087.4% |
| All | +3,877.1% | +360.4% | +3,516.7% | +2,087.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling