+50.1%
STT vs AVAV
-62.9%
+113.0%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | 0.0% |
| 7D | +4.8% | +4.2% | +0.5% | +4.5% |
| 30D | +3.9% | -2.6% | +6.5% | +3.9% |
| 3M | -8.2% | -38.0% | +29.8% | -6.8% |
| 6M | +15.6% | -27.0% | +42.6% | +16.1% |
| YTD | +37.6% | -51.4% | +89.1% | +38.0% |
| 1Y | +50.1% | -60.2% | +110.4% | +51.6% |
| All | +50.1% | -62.9% | +113.0% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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