+340.6%
STRL vs AVAV
-3.9%
+344.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.7% | -0.3% | -2.3% |
| 7D | +15.7% | +4.2% | +11.4% | +14.6% |
| 30D | -35.5% | -2.6% | -32.9% | -34.7% |
| 3M | -47.1% | -38.0% | -9.2% | -41.0% |
| 6M | -65.8% | -27.0% | -38.8% | -63.9% |
| YTD | -4.5% | -51.4% | +46.9% | +6.0% |
| 1Y | -10.5% | -60.2% | +49.8% | +5.8% |
| 3Y | +340.6% | -6.7% | +347.3% | +303.6% |
| All | +340.6% | -3.9% | +344.5% | +303.6% |
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