+1.1%
STZ vs AVAV
+361.4%
-360.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.5% | -12.3% | -2.5% |
| 7D | +4.9% | -10.6% | +15.5% | +5.6% |
| 30D | +20.9% | -18.8% | +39.7% | +22.4% |
| 3M | +8.0% | -34.1% | +42.1% | +10.9% |
| 6M | -5.3% | -35.3% | +30.0% | -3.3% |
| YTD | +5.9% | -53.4% | +59.3% | +9.7% |
| 1Y | +14.2% | -65.6% | +79.9% | +21.2% |
| 3Y | -37.0% | -5.1% | -31.9% | -41.7% |
| 5Y | -29.7% | +18.5% | -48.2% | -38.5% |
| All | +1.1% | +361.4% | -360.2% | -12.0% |
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