+53.0%
AVAV vs SHAK
-25.9%
+78.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -6.5% | +1.1% | -3.8% |
| 7D | -3.2% | -7.2% | +4.0% | -1.4% |
| 30D | -25.6% | -11.8% | -13.7% | -23.3% |
| 3M | -20.2% | +17.2% | -37.4% | -23.6% |
| 6M | -38.1% | -34.1% | -3.9% | -33.1% |
| YTD | -41.8% | -22.4% | -19.4% | -39.6% |
| 1Y | -39.0% | -35.9% | -3.1% | -34.0% |
| 3Y | +24.1% | -3.4% | +27.4% | +13.1% |
| 5Y | +53.0% | -25.4% | +78.5% | +30.3% |
| All | +53.0% | -25.9% | +78.9% | +30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling