-9.7%
STZ vs AVAV
+479.1%
-488.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.6% |
| 7D | -1.9% | -2.2% | +0.3% | -1.8% |
| 30D | -1.9% | -13.9% | +12.0% | -0.8% |
| 3M | -6.2% | -29.2% | +23.0% | -4.2% |
| 6M | -14.0% | -36.1% | +22.1% | -11.8% |
| YTD | -5.1% | -40.2% | +35.1% | -3.2% |
| 1Y | -9.6% | -36.2% | +26.6% | -8.9% |
| 3Y | -47.2% | +47.5% | -94.8% | -53.2% |
| 5Y | -33.6% | +39.3% | -72.9% | -42.3% |
| All | -9.7% | +479.1% | -488.7% | -31.4% |
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