+120.5%
SHOP vs AVAV
+48.2%
+72.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.2% |
| 7D | -5.1% | -2.2% | -2.9% | -4.7% |
| 30D | +0.6% | -13.9% | +14.5% | +3.3% |
| 3M | +25.0% | -29.2% | +54.3% | +32.3% |
| 6M | +11.9% | -36.1% | +48.0% | +19.9% |
| YTD | -9.9% | -40.2% | +30.3% | -3.3% |
| 1Y | 0.0% | -36.2% | +36.2% | +5.9% |
| All | +120.5% | +48.2% | +72.3% | +92.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling