+227.8%
STRL vs AVAV
-14.7%
+242.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -9.8% | -4.0% | -11.4% |
| 7D | -34.6% | -24.3% | -10.3% | -29.7% |
| 30D | -56.7% | -28.9% | -27.8% | -52.8% |
| 3M | -54.4% | -39.3% | -15.2% | -48.8% |
| 6M | -69.7% | -38.8% | -30.9% | -66.6% |
| YTD | -20.2% | -57.8% | +37.6% | -8.4% |
| 1Y | -40.6% | -70.9% | +30.3% | -23.3% |
| All | +227.8% | -14.7% | +242.6% | +218.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling