+4,081.5%
STRL vs AVTR
+3.6%
+4,077.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.9% | +1.4% | +2.8% |
| 7D | +10.1% | +7.4% | +2.7% | +8.3% |
| 30D | -8.2% | +12.2% | -20.4% | -10.6% |
| 3M | -43.7% | +57.4% | -101.1% | -50.2% |
| 6M | +27.1% | +86.7% | -59.6% | +7.6% |
| YTD | +64.0% | +33.1% | +30.9% | +49.6% |
| 1Y | +75.2% | +16.1% | +59.0% | +61.9% |
| 3Y | +539.9% | -24.6% | +564.5% | +539.8% |
| 5Y | +2,133.0% | -63.5% | +2,196.5% | +2,599.0% |
| All | +4,081.5% | +3.6% | +4,077.9% | +3,583.0% |
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 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