+200.7%
STT vs AVTR
-25.8%
+226.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.5% |
| 7D | +2.2% | +7.4% | -5.2% | +1.0% |
| 30D | +3.9% | +12.2% | -8.3% | +1.9% |
| 3M | +19.2% | +57.4% | -38.2% | +9.0% |
| 6M | +60.4% | +86.7% | -26.3% | +41.2% |
| YTD | +51.5% | +33.1% | +18.4% | +41.8% |
| 1Y | +76.3% | +16.1% | +60.1% | +67.0% |
| 3Y | +200.7% | -24.6% | +225.4% | +197.4% |
| All | +200.7% | -25.8% | +226.5% | +197.4% |
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