+1,871.6%
SHW vs AVAV
+478.6%
+1,393.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.0% |
| 3M | +11.5% | -29.2% | +40.7% | +15.2% |
| 6M | -3.5% | -36.1% | +32.6% | +0.2% |
| YTD | +3.7% | -40.2% | +43.9% | +7.4% |
| 1Y | -7.9% | -36.2% | +28.3% | -6.2% |
| 3Y | +24.7% | +47.5% | -22.8% | +8.6% |
| 5Y | +13.6% | +39.3% | -25.7% | -3.4% |
| 10Y | +283.0% | +482.6% | -199.6% | +150.7% |
| All | +1,871.6% | +478.6% | +1,393.0% | +1,071.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling