+7,161.0%
STRL vs AVAV
+479.1%
+6,682.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.7% | +7.5% | +6.2% |
| 7D | +3.4% | -2.2% | +5.6% | +3.9% |
| 30D | -9.2% | -13.9% | +4.7% | -6.2% |
| 3M | -51.0% | -29.2% | -21.8% | -47.8% |
| 6M | +15.8% | -36.1% | +51.9% | +24.8% |
| YTD | +58.9% | -40.2% | +99.1% | +69.1% |
| 1Y | +68.5% | -36.2% | +104.7% | +76.5% |
| 3Y | +485.2% | +47.5% | +437.7% | +372.8% |
| 5Y | +2,005.1% | +39.3% | +1,965.8% | +1,527.4% |
| All | +7,161.0% | +479.1% | +6,682.0% | +3,217.5% |
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