-40.5%
AVAV vs SHAK
-37.3%
-3.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.1% | +6.5% | +4.9% |
| 7D | -0.1% | -11.0% | +10.9% | +2.5% |
| 30D | -25.0% | -14.0% | -10.9% | -22.4% |
| 3M | -15.0% | +13.3% | -28.2% | -17.7% |
| 6M | -33.6% | -35.3% | +1.7% | -28.0% |
| YTD | -39.2% | -24.0% | -15.2% | -36.9% |
| 1Y | -40.5% | -36.7% | -3.8% | -36.6% |
| All | -40.5% | -37.3% | -3.2% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 1y: compounded portfolio wealth divided by compounded SHAK 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…
1y analysis · Full analysis span regression · 6 months rolling