+356.1%
SHW vs AVAV
+361.4%
-5.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.5% | -11.9% | -2.5% |
| 7D | +3.5% | -10.6% | +14.0% | +4.5% |
| 30D | +9.2% | -18.8% | +28.0% | +11.4% |
| 3M | -5.1% | -34.1% | +29.0% | -1.1% |
| 6M | +6.8% | -35.3% | +42.2% | +10.4% |
| YTD | +7.0% | -53.4% | +60.3% | +13.1% |
| 1Y | +4.1% | -65.6% | +69.8% | +14.0% |
| 3Y | +41.1% | -5.1% | +46.1% | +28.9% |
| 5Y | +12.9% | +18.5% | -5.7% | -3.4% |
| All | +356.1% | +361.4% | -5.3% | +212.2% |
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