+263.0%
STT vs AVTR
+5.6%
+257.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +4.8% | +0.5% | +4.3% | +4.6% |
| 30D | +3.9% | -1.0% | +4.9% | +4.2% |
| 3M | -8.2% | +12.2% | -20.4% | -11.4% |
| 6M | +15.6% | +97.5% | -81.9% | -7.2% |
| YTD | +37.6% | +35.6% | +2.0% | +22.8% |
| 1Y | +50.1% | +32.8% | +17.3% | +34.5% |
| 3Y | +183.1% | -16.5% | +199.6% | +176.0% |
| 5Y | +104.8% | -59.1% | +164.0% | +151.5% |
| All | +263.0% | +5.6% | +257.5% | +190.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling