+263.5%
STT vs AVTR
+6.1%
+257.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | +5.1% | +3.2% | +2.0% | +4.2% |
| 30D | -0.2% | +0.5% | -0.7% | -0.4% |
| 3M | -8.1% | +12.1% | -20.3% | -11.4% |
| 6M | +16.6% | +91.2% | -74.5% | -5.5% |
| YTD | +37.8% | +36.3% | +1.5% | +22.8% |
| 1Y | +46.8% | +35.2% | +11.6% | +30.8% |
| 3Y | +181.2% | -15.8% | +197.0% | +173.4% |
| 5Y | +105.1% | -58.9% | +164.1% | +151.5% |
| All | +263.5% | +6.1% | +257.4% | +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 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