+284.9%
SHEL vs AVAV
+407.8%
-123.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +12.6% | -12.8% | -2.0% |
| 7D | -5.8% | +3.2% | -8.9% | -6.5% |
| 30D | -1.3% | -7.4% | +6.1% | -0.6% |
| 3M | +12.7% | -32.0% | +44.7% | +18.3% |
| 6M | +19.9% | -24.6% | +44.4% | +21.7% |
| YTD | +38.3% | -47.5% | +85.8% | +45.3% |
| 1Y | +35.7% | -61.5% | +97.2% | +49.3% |
| 3Y | +71.7% | +5.5% | +66.2% | +50.8% |
| 5Y | +158.4% | +35.7% | +122.7% | +106.4% |
| 10Y | +204.1% | +379.1% | -175.0% | +77.4% |
| All | +284.9% | +407.8% | -123.0% | +94.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling