+3,772.8%
SHOP vs AVAV
+327.1%
+3,445.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -0.9% |
| 7D | +2.1% | +18.4% | -16.3% | -2.6% |
| 30D | -16.8% | -4.9% | -11.9% | -16.3% |
| 3M | -2.4% | -37.7% | +35.2% | +9.2% |
| 6M | +47.0% | -28.4% | +75.5% | +54.6% |
| YTD | -8.8% | -50.0% | +41.2% | +3.2% |
| 1Y | -6.3% | -62.6% | +56.4% | +14.4% |
| 3Y | +139.3% | -0.6% | +139.9% | +102.0% |
| 5Y | -12.1% | +31.9% | -44.0% | -34.1% |
| All | +3,772.8% | +327.1% | +3,445.7% | +2,212.4% |
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