+31.1%
AVAV vs SHAK
+1.3%
+29.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.9% | +5.7% | +3.4% |
| 7D | +3.2% | -0.3% | +3.5% | +3.2% |
| 30D | -20.3% | -5.2% | -15.1% | -19.5% |
| 3M | -19.4% | +27.3% | -46.7% | -23.5% |
| 6M | -35.3% | -27.9% | -7.4% | -32.2% |
| YTD | -38.5% | -17.0% | -21.5% | -37.3% |
| 1Y | -37.2% | -30.9% | -6.3% | -34.0% |
| 3Y | +31.1% | +3.4% | +27.7% | +26.2% |
| All | +31.1% | +1.3% | +29.8% | +26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling