+3,663.5%
SHOP vs AVAV
+360.4%
+3,303.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.6% |
| 7D | -2.5% | +9.9% | -12.3% | -5.1% |
| 30D | -16.7% | -5.4% | -11.3% | -16.0% |
| 3M | -2.2% | -36.5% | +34.3% | +8.9% |
| 6M | +45.6% | -25.3% | +70.8% | +51.2% |
| YTD | -7.3% | -48.6% | +41.3% | +4.1% |
| 1Y | -6.1% | -62.1% | +56.0% | +14.2% |
| 3Y | +143.3% | +2.3% | +141.0% | +104.0% |
| 5Y | +0.2% | +35.4% | -35.2% | -25.4% |
| 10Y | +3,663.5% | +345.1% | +3,318.4% | +2,157.4% |
| All | +3,663.5% | +360.4% | +3,303.1% | +2,157.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling