-9.3%
SHOP vs AVAV
+44.7%
-54.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +2.9% | -10.4% | -8.4% |
| 7D | -4.1% | +3.2% | -7.3% | -5.1% |
| 30D | -11.5% | -20.3% | +8.8% | -5.7% |
| 3M | +21.1% | -19.4% | +40.5% | +25.8% |
| 6M | +3.0% | -35.3% | +38.3% | +13.7% |
| YTD | -16.7% | -38.5% | +21.8% | -9.3% |
| 1Y | -8.3% | -37.2% | +28.9% | -2.3% |
| 3Y | +112.8% | +31.1% | +81.7% | +47.4% |
| 5Y | -9.3% | +41.0% | -50.3% | -52.8% |
| All | -9.3% | +44.7% | -54.0% | -52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling