+2,022.6%
STRL vs AVTR
-64.3%
+2,086.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.4% | +7.2% | +6.0% |
| 7D | +3.4% | +2.7% | +0.7% | +2.9% |
| 30D | -9.2% | +12.1% | -21.3% | -11.0% |
| 3M | -51.0% | +57.2% | -108.3% | -55.7% |
| 6M | +15.8% | +73.1% | -57.3% | +2.4% |
| YTD | +58.9% | +30.6% | +28.2% | +47.5% |
| 1Y | +68.5% | +13.5% | +55.0% | +58.0% |
| 3Y | +485.2% | -31.0% | +516.2% | +501.9% |
| All | +2,022.6% | -64.3% | +2,086.9% | +2,317.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling