+2,155.4%
STRL vs AVAV
+478.6%
+1,676.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.7% | +7.5% | +6.2% |
| 7D | +3.4% | -2.2% | +5.6% | +3.9% |
| 30D | -9.2% | -13.9% | +4.7% | -6.2% |
| 3M | -51.0% | -29.2% | -21.8% | -47.8% |
| 6M | +15.8% | -36.1% | +51.9% | +24.8% |
| YTD | +58.9% | -40.2% | +99.1% | +69.3% |
| 1Y | +68.5% | -36.2% | +104.7% | +76.6% |
| 3Y | +485.2% | +47.5% | +437.7% | +374.2% |
| 5Y | +2,005.1% | +39.3% | +1,965.8% | +1,532.5% |
| 10Y | +7,118.0% | +482.6% | +6,635.4% | +3,479.3% |
| All | +2,155.4% | +478.6% | +1,676.8% | +863.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling