+282.9%
SHW vs AVAV
+502.7%
-219.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.2% | +0.6% |
| 7D | -3.2% | -2.2% | -1.0% | -3.0% |
| 30D | -9.5% | -13.9% | +4.4% | -8.1% |
| 3M | +11.5% | -29.2% | +40.7% | +15.0% |
| 6M | -3.5% | -36.1% | +32.6% | 0.0% |
| YTD | +3.7% | -40.2% | +43.9% | +7.2% |
| 1Y | -7.9% | -36.2% | +28.3% | -6.4% |
| 3Y | +24.7% | +47.5% | -22.8% | +7.7% |
| 5Y | +13.6% | +39.3% | -25.7% | -4.0% |
| All | +282.9% | +502.7% | -219.8% | +144.8% |
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 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