+356.5%
SHW vs AVAV
+423.1%
-66.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +12.6% | -8.6% | +2.6% |
| 7D | +1.6% | +3.2% | -1.6% | +1.0% |
| 30D | +12.1% | -7.4% | +19.5% | +12.6% |
| 3M | -3.0% | -32.0% | +29.0% | +0.7% |
| 6M | +13.5% | -24.6% | +38.1% | +15.2% |
| YTD | +11.2% | -47.5% | +58.8% | +16.1% |
| 1Y | +6.2% | -61.5% | +67.7% | +14.8% |
| 3Y | +45.6% | +5.5% | +40.2% | +31.6% |
| 5Y | +15.6% | +35.7% | -20.2% | -2.6% |
| 10Y | +356.5% | +379.1% | -22.6% | +218.3% |
| All | +356.5% | +423.1% | -66.6% | +218.3% |
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