+239.2%
STRL vs AVAV
-5.8%
+245.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.5% | -7.0% | +0.9% |
| 7D | -26.9% | -10.6% | -16.3% | -24.5% |
| 30D | -52.7% | -18.8% | -33.9% | -50.1% |
| 3M | -52.8% | -34.1% | -18.7% | -48.2% |
| 6M | -71.5% | -35.3% | -36.1% | -69.1% |
| YTD | -17.4% | -53.4% | +35.9% | -7.6% |
| 1Y | -35.0% | -65.6% | +30.7% | -19.8% |
| 3Y | +239.2% | -5.1% | +244.3% | +221.5% |
| All | +239.2% | -5.8% | +245.0% | +221.5% |
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 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