+3,647.2%
SHOP vs AVAV
+423.1%
+3,224.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +12.6% | -10.5% | -1.2% |
| 7D | -2.7% | +3.2% | -5.8% | -4.0% |
| 30D | -11.0% | -7.4% | -3.6% | -9.9% |
| 3M | +0.3% | -32.0% | +32.3% | +9.6% |
| 6M | +37.7% | -24.6% | +62.3% | +42.8% |
| YTD | -5.5% | -47.5% | +42.0% | +5.4% |
| 1Y | -0.2% | -61.5% | +61.3% | +20.8% |
| 3Y | +151.9% | +5.5% | +146.4% | +109.5% |
| 5Y | -2.2% | +35.7% | -37.9% | -27.2% |
| 10Y | +3,647.2% | +379.1% | +3,268.1% | +2,176.4% |
| All | +3,647.2% | +423.1% | +3,224.1% | +2,176.4% |
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