-25.9%
STRL vs AVTR
+37.4%
-63.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +0.4% | -21.8% | -21.5% |
| 7D | -27.1% | -6.2% | -20.8% | -27.0% |
| 30D | -45.8% | -1.0% | -44.8% | -45.8% |
| 3M | -47.6% | +14.4% | -62.0% | -47.8% |
| 6M | -46.4% | +95.9% | -142.3% | -53.2% |
| YTD | -7.4% | +36.6% | -43.9% | -17.9% |
| 1Y | -25.9% | +35.1% | -61.0% | -35.8% |
| All | -25.9% | +37.4% | -63.3% | -35.8% |
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