+3,426.5%
STX vs AVAV
+502.7%
+2,923.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.7% | +8.1% | +6.6% |
| 7D | +2.4% | -2.2% | +4.6% | +2.7% |
| 30D | +1.4% | -13.9% | +15.3% | +3.4% |
| 3M | -8.2% | -29.2% | +21.0% | -4.6% |
| 6M | +127.0% | -36.1% | +163.2% | +137.4% |
| YTD | +209.1% | -40.2% | +249.4% | +222.1% |
| 1Y | +365.4% | -36.2% | +401.6% | +374.8% |
| 3Y | +1,135.4% | +47.5% | +1,087.9% | +934.8% |
| 5Y | +991.5% | +39.3% | +952.2% | +794.0% |
| All | +3,426.5% | +502.7% | +2,923.8% | +1,793.3% |
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