+155.8%
STT vs AVTR
-64.4%
+220.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.5% |
| 7D | +1.0% | +1.6% | -0.6% | +0.6% |
| 30D | +2.8% | +8.4% | -5.6% | +0.9% |
| 3M | +18.1% | +50.2% | -32.0% | +6.2% |
| 6M | +59.2% | +82.6% | -23.4% | +35.7% |
| YTD | +51.5% | +29.8% | +21.6% | +39.9% |
| 1Y | +75.7% | +16.0% | +59.7% | +63.6% |
| 3Y | +200.8% | -26.4% | +227.2% | +206.3% |
| 5Y | +155.8% | -64.5% | +220.2% | +207.4% |
| All | +155.8% | -64.4% | +220.2% | +207.4% |
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 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