+1,883.6%
STX vs AVAV
+361.4%
+1,522.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.5% | -11.6% | -2.8% |
| 7D | -28.5% | -10.6% | -17.9% | -27.2% |
| 30D | -42.9% | -18.8% | -24.1% | -41.0% |
| 3M | -45.9% | -34.1% | -11.8% | -42.7% |
| 6M | -41.3% | -35.3% | -6.0% | -38.7% |
| YTD | +67.9% | -53.4% | +121.3% | +81.2% |
| 1Y | +66.5% | -65.6% | +132.2% | +88.8% |
| 3Y | +588.0% | -5.1% | +593.0% | +522.4% |
| 5Y | +449.1% | +18.5% | +430.5% | +362.0% |
| All | +1,883.6% | +361.4% | +1,522.3% | +1,122.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 10y: compounded portfolio wealth divided by compounded AVAV 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…
10y analysis · Full analysis span regression · 6 months rolling