+3,608.8%
SHOP vs AVAV
+361.4%
+3,247.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +10.5% | -6.9% | +0.8% |
| 7D | -5.4% | -10.6% | +5.1% | -3.0% |
| 30D | -10.3% | -18.8% | +8.5% | -5.8% |
| 3M | +1.0% | -34.1% | +35.1% | +11.3% |
| 6M | +41.2% | -35.3% | +76.6% | +52.6% |
| YTD | -7.5% | -53.4% | +45.9% | +6.6% |
| 1Y | -4.6% | -65.6% | +61.1% | +19.1% |
| 3Y | +146.4% | -5.1% | +151.5% | +111.3% |
| 5Y | -2.5% | +18.5% | -21.1% | -24.6% |
| All | +3,608.8% | +361.4% | +3,247.5% | +2,454.5% |
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