+304.4%
STT vs AVTR
+1.7%
+302.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.6% |
| 7D | +0.5% | +2.7% | -2.2% | -0.3% |
| 30D | +3.9% | +12.1% | -8.2% | +0.4% |
| 3M | +20.0% | +57.2% | -37.3% | +3.5% |
| 6M | +55.3% | +73.1% | -17.8% | +29.6% |
| YTD | +53.3% | +30.6% | +22.7% | +38.5% |
| 1Y | +74.7% | +13.5% | +61.2% | +61.1% |
| 3Y | +205.8% | -31.0% | +236.8% | +218.3% |
| 5Y | +145.0% | -63.2% | +208.2% | +210.8% |
| All | +304.4% | +1.7% | +302.7% | +227.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling