+3,291.5%
SHOP vs AVAV
+502.7%
+2,788.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.1% |
| 7D | -5.1% | -2.2% | -2.9% | -4.5% |
| 30D | +0.6% | -13.9% | +14.5% | +4.3% |
| 3M | +25.0% | -29.2% | +54.3% | +34.2% |
| 6M | +11.9% | -36.1% | +48.0% | +22.4% |
| YTD | -9.9% | -40.2% | +30.3% | -1.8% |
| 1Y | 0.0% | -36.2% | +36.2% | +5.8% |
| 3Y | +117.5% | +47.5% | +70.0% | +64.5% |
| 5Y | -6.6% | +39.3% | -45.9% | -30.8% |
| All | +3,291.5% | +502.7% | +2,788.8% | +1,768.5% |
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