+68.5%
STRL vs AVTR
+16.8%
+51.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.4% | +7.2% | +5.8% |
| 7D | +3.4% | +2.7% | +0.7% | +3.3% |
| 30D | -9.2% | +12.1% | -21.3% | -9.4% |
| 3M | -51.0% | +57.2% | -108.3% | -53.5% |
| 6M | +15.8% | +73.1% | -57.3% | +7.6% |
| YTD | +58.9% | +30.6% | +28.2% | +48.4% |
| 1Y | +68.5% | +13.5% | +55.0% | +52.0% |
| All | +68.5% | +16.8% | +51.8% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 1y: compounded portfolio wealth divided by compounded AVTR 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…
1y analysis · Full analysis span regression · 6 months rolling