-20.8%
STRL vs AVTR
+36.2%
-57.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.7% |
| 7D | +23.4% | +3.2% | +20.3% | +23.3% |
| 30D | -39.5% | +0.5% | -40.0% | -39.5% |
| 3M | -45.1% | +12.1% | -57.2% | -45.2% |
| 6M | -64.6% | +91.2% | -155.8% | -68.9% |
| YTD | -1.5% | +36.3% | -37.8% | -12.7% |
| 1Y | -20.8% | +35.2% | -56.0% | -29.9% |
| All | -20.8% | +36.2% | -57.0% | -29.9% |
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