-32.8%
STZ vs AVAV
+39.7%
-72.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.6% |
| 7D | -1.9% | -2.2% | +0.3% | -1.9% |
| 30D | -1.9% | -13.9% | +12.0% | -1.4% |
| 3M | -6.2% | -29.2% | +23.0% | -5.3% |
| 6M | -14.0% | -36.1% | +22.1% | -13.0% |
| YTD | -5.1% | -40.2% | +35.1% | -4.4% |
| 1Y | -9.6% | -36.2% | +26.6% | -9.4% |
| 3Y | -47.2% | +47.5% | -94.8% | -51.0% |
| All | -32.8% | +39.7% | -72.4% | -37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling