+784.6%
STRL vs AVAV
+18.1%
+766.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.5% | -7.0% | +1.2% |
| 7D | -26.9% | -10.6% | -16.3% | -24.8% |
| 30D | -52.7% | -18.8% | -33.9% | -50.3% |
| 3M | -52.8% | -34.1% | -18.7% | -48.6% |
| 6M | -71.5% | -35.3% | -36.1% | -69.3% |
| YTD | -17.4% | -53.4% | +35.9% | -8.0% |
| 1Y | -35.0% | -65.6% | +30.7% | -21.9% |
| 3Y | +239.2% | -5.1% | +244.3% | +218.9% |
| All | +784.6% | +18.1% | +766.5% | +624.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling