+43.3%
SHEL vs AVAV
-68.0%
+111.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -8.3% | +6.1% | -2.1% |
| 7D | -3.2% | -10.1% | +6.9% | -3.0% |
| 30D | +5.5% | -18.7% | +24.2% | +5.7% |
| 3M | +14.4% | -33.0% | +47.4% | +14.7% |
| 6M | +16.2% | -37.2% | +53.3% | +16.5% |
| YTD | +42.4% | -53.2% | +95.6% | +44.3% |
| 1Y | +43.3% | -69.0% | +112.3% | +47.3% |
| All | +43.3% | -68.0% | +111.3% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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