+154.5%
STT vs AVAV
+39.7%
+114.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.3% |
| 7D | +0.5% | -2.2% | +2.7% | +0.7% |
| 30D | +3.9% | -13.9% | +17.8% | +5.2% |
| 3M | +20.0% | -29.2% | +49.2% | +23.2% |
| 6M | +55.3% | -36.1% | +91.4% | +60.3% |
| YTD | +53.3% | -40.2% | +93.5% | +57.4% |
| 1Y | +74.7% | -36.2% | +110.9% | +76.6% |
| 3Y | +205.8% | +47.5% | +158.3% | +159.2% |
| All | +154.5% | +39.7% | +114.8% | +108.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling