+8,434.7%
SHOP vs AVAV
+448.5%
+7,986.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.2% |
| 3M | +25.0% | -29.2% | +54.3% | +33.8% |
| 6M | +11.9% | -36.1% | +48.0% | +22.0% |
| YTD | -9.9% | -40.2% | +30.3% | -2.0% |
| 1Y | 0.0% | -36.2% | +36.2% | +5.7% |
| 3Y | +117.5% | +47.5% | +70.0% | +68.0% |
| 5Y | -6.6% | +39.3% | -45.9% | -29.1% |
| 10Y | +3,320.3% | +482.6% | +2,837.8% | +1,922.4% |
| All | +8,434.7% | +448.5% | +7,986.2% | +5,281.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling