+7.0%
SHW vs AVAV
-68.0%
+75.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -8.3% | +15.0% | +7.0% |
| 7D | +13.3% | -10.1% | +23.4% | +13.8% |
| 30D | +14.1% | -18.7% | +32.9% | +15.3% |
| 3M | +0.8% | -33.0% | +33.8% | +3.0% |
| 6M | +17.6% | -37.2% | +54.8% | +19.9% |
| YTD | +13.0% | -53.2% | +66.2% | +17.9% |
| 1Y | +7.0% | -69.0% | +76.0% | +18.0% |
| All | +7.0% | -68.0% | +75.0% | +18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling