+382.6%
AVAV vs SHAK
+61.5%
+321.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -2.4% |
| 7D | 0.0% | +8.2% | -8.2% | -1.5% |
| 30D | -9.9% | +13.5% | -23.4% | -12.3% |
| 3M | -34.7% | +6.2% | -40.9% | -35.8% |
| 6M | -26.6% | +8.2% | -34.8% | -28.7% |
| YTD | -48.9% | -6.5% | -42.5% | -49.4% |
| 1Y | -63.0% | -19.2% | -43.8% | -62.3% |
| 3Y | +1.6% | +37.9% | -36.4% | -11.4% |
| 5Y | +34.5% | -9.5% | +43.9% | +22.8% |
| 10Y | +359.3% | +106.2% | +253.1% | +245.2% |
| All | +382.6% | +61.5% | +321.1% | +267.1% |
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