+239.2%
STRL vs AVTR
-15.6%
+254.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.2% | +1.3% | +3.2% |
| 7D | -26.9% | -3.6% | -23.3% | -26.6% |
| 30D | -52.7% | +0.8% | -53.4% | -52.7% |
| 3M | -52.8% | +17.4% | -70.2% | -53.7% |
| 6M | -71.5% | +83.5% | -155.0% | -74.2% |
| YTD | -17.4% | +35.0% | -52.4% | -22.6% |
| 1Y | -35.0% | +36.7% | -71.6% | -39.2% |
| 3Y | +239.2% | -15.3% | +254.5% | +240.8% |
| All | +239.2% | -15.6% | +254.8% | +240.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling