+346.7%
SHW vs AVAV
+360.4%
-13.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | -2.1% | +9.9% | -12.0% | -3.3% |
| 30D | +11.1% | -5.4% | +16.5% | +11.4% |
| 3M | -2.2% | -36.5% | +34.4% | +2.4% |
| 6M | +14.3% | -25.3% | +39.6% | +16.2% |
| YTD | +10.6% | -48.6% | +59.1% | +15.7% |
| 1Y | +4.1% | -62.1% | +66.2% | +12.6% |
| 3Y | +42.9% | +2.3% | +40.5% | +29.5% |
| 5Y | +14.2% | +35.4% | -21.2% | -3.9% |
| 10Y | +346.7% | +345.1% | +1.7% | +210.4% |
| All | +346.7% | +360.4% | -13.7% | +210.4% |
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