+3,988.2%
STRL vs AVAV
+423.1%
+3,565.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +12.6% | +2.4% | +11.8% |
| 7D | -13.3% | +3.2% | -16.5% | -13.4% |
| 30D | -43.3% | -7.4% | -35.9% | -42.0% |
| 3M | -46.9% | -32.0% | -14.9% | -41.8% |
| 6M | -65.6% | -24.6% | -41.0% | -64.0% |
| YTD | -5.1% | -47.5% | +42.4% | +4.4% |
| 1Y | -23.1% | -61.5% | +38.4% | -8.2% |
| 3Y | +346.8% | +5.5% | +341.4% | +297.2% |
| 5Y | +907.2% | +35.7% | +871.4% | +688.2% |
| 10Y | +3,988.2% | +379.1% | +3,609.1% | +2,147.0% |
| All | +3,988.2% | +423.1% | +3,565.1% | +2,147.0% |
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