+465.3%
AVAV vs SHAK
+47.7%
+417.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.9% | -1.8% |
| 7D | -2.2% | -0.7% | -1.5% | -2.1% |
| 30D | -13.9% | -6.6% | -7.3% | -12.8% |
| 3M | -29.2% | +30.1% | -59.3% | -33.3% |
| 6M | -36.1% | -28.7% | -7.4% | -32.9% |
| YTD | -40.2% | -14.5% | -25.7% | -39.4% |
| 1Y | -36.2% | -31.9% | -4.3% | -32.6% |
| 3Y | +47.5% | -1.0% | +48.5% | +38.2% |
| 5Y | +39.3% | -18.7% | +58.0% | +29.7% |
| 10Y | +482.6% | +98.1% | +384.4% | +345.6% |
| All | +465.3% | +47.7% | +417.6% | +339.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling