+799.0%
STRL vs AVAV
+7.1%
+791.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -9.8% | -4.0% | -11.7% |
| 7D | -34.6% | -24.3% | -10.3% | -30.2% |
| 30D | -56.7% | -28.9% | -27.8% | -53.2% |
| 3M | -54.4% | -39.3% | -15.2% | -49.4% |
| 6M | -69.7% | -38.8% | -30.9% | -66.9% |
| YTD | -20.2% | -57.8% | +37.6% | -9.1% |
| 1Y | -40.6% | -70.9% | +30.3% | -25.8% |
| 3Y | +221.7% | -14.8% | +236.5% | +209.9% |
| 5Y | +799.0% | +7.3% | +791.7% | +751.1% |
| All | +799.0% | +7.1% | +791.9% | +751.1% |
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