+907.2%
STRL vs AVAV
+34.3%
+872.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +12.6% | +2.4% | +12.1% |
| 7D | -13.3% | +3.2% | -16.5% | -13.5% |
| 30D | -43.3% | -7.4% | -35.9% | -42.2% |
| 3M | -46.9% | -32.0% | -14.9% | -42.5% |
| 6M | -65.6% | -24.6% | -41.0% | -64.2% |
| YTD | -5.1% | -47.5% | +42.4% | +3.1% |
| 1Y | -23.1% | -61.5% | +38.4% | -9.8% |
| 3Y | +346.8% | +5.5% | +341.4% | +310.7% |
| 5Y | +907.2% | +35.7% | +871.4% | +707.0% |
| All | +907.2% | +34.3% | +872.9% | +707.0% |
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