+1,333.3%
STX vs AVTR
+5.8%
+1,327.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.5% |
| 7D | -17.3% | -0.1% | -17.1% | -17.1% |
| 30D | -35.9% | -0.6% | -35.3% | -35.8% |
| 3M | -37.3% | +13.4% | -50.7% | -38.9% |
| 6M | -35.8% | +87.4% | -123.2% | -44.1% |
| YTD | +82.7% | +35.9% | +46.9% | +69.0% |
| 1Y | +71.6% | +35.4% | +36.2% | +58.6% |
| 3Y | +635.3% | -16.1% | +651.4% | +621.8% |
| 5Y | +483.8% | -59.4% | +543.1% | +576.8% |
| All | +1,333.3% | +5.8% | +1,327.5% | +1,204.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling