+261.8%
SHEL vs AVAV
+478.6%
-216.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +0.9% |
| 7D | +2.2% | -2.2% | +4.5% | +2.6% |
| 30D | +6.8% | -13.9% | +20.8% | +8.9% |
| 3M | +8.1% | -29.2% | +37.3% | +12.2% |
| 6M | +14.4% | -36.1% | +50.5% | +19.4% |
| YTD | +30.0% | -40.2% | +70.2% | +34.8% |
| 1Y | +33.3% | -36.2% | +69.5% | +35.3% |
| 3Y | +66.4% | +47.5% | +18.9% | +38.3% |
| 5Y | +178.6% | +39.3% | +139.3% | +123.6% |
| 10Y | +198.4% | +482.6% | -284.1% | +69.5% |
| All | +261.8% | +478.6% | -216.8% | +80.3% |
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