+285.7%
SHEL vs AVAV
+351.0%
-65.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.5% | -11.5% | -2.5% |
| 7D | -8.8% | -10.6% | +1.8% | -7.5% |
| 30D | +2.3% | -18.8% | +21.1% | +5.1% |
| 3M | +11.6% | -34.1% | +45.7% | +17.6% |
| 6M | +15.7% | -35.3% | +51.0% | +20.3% |
| YTD | +38.6% | -53.4% | +91.9% | +48.3% |
| 1Y | +38.5% | -65.6% | +104.1% | +55.1% |
| 3Y | +66.9% | -5.1% | +71.9% | +48.9% |
| 5Y | +160.6% | +18.5% | +142.0% | +112.7% |
| 10Y | +214.1% | +369.8% | -155.7% | +83.0% |
| All | +285.7% | +351.0% | -65.3% | +98.4% |
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