+2,320.2%
STRL vs AVTR
+8.1%
+2,312.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +2.8% | +12.1% | +14.3% |
| 7D | -13.3% | +1.9% | -15.3% | -13.6% |
| 30D | -43.3% | +1.5% | -44.9% | -43.5% |
| 3M | -46.9% | +17.1% | -63.9% | -48.8% |
| 6M | -65.6% | +91.5% | -157.0% | -71.0% |
| YTD | -5.1% | +38.8% | -43.9% | -14.3% |
| 1Y | -23.1% | +37.7% | -60.8% | -30.6% |
| 3Y | +346.8% | -13.5% | +360.3% | +331.4% |
| 5Y | +907.2% | -59.3% | +966.5% | +1,087.4% |
| All | +2,320.2% | +8.1% | +2,312.1% | +2,010.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling