+108.2%
STT vs AVTR
-59.2%
+167.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.8% | +0.4% | +2.6% |
| 7D | +0.9% | +1.9% | -1.0% | +0.5% |
| 30D | -2.3% | +1.5% | -3.9% | -2.7% |
| 3M | -7.0% | +17.1% | -24.1% | -10.4% |
| 6M | +15.5% | +91.5% | -76.0% | -2.7% |
| YTD | +35.6% | +38.8% | -3.2% | +23.1% |
| 1Y | +47.9% | +37.7% | +10.1% | +34.2% |
| 3Y | +181.1% | -13.5% | +194.6% | +173.2% |
| 5Y | +108.2% | -59.3% | +167.5% | +147.5% |
| All | +108.2% | -59.2% | +167.4% | +147.5% |
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