+1,962.0%
SHW vs AVAV
+308.3%
+1,653.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.8% | +5.9% | -2.8% |
| 7D | +5.7% | -24.3% | +30.0% | +9.1% |
| 30D | +8.7% | -28.9% | +37.6% | +12.9% |
| 3M | -5.4% | -39.3% | +33.9% | -0.1% |
| 6M | +12.2% | -38.8% | +51.0% | +17.1% |
| YTD | +8.5% | -57.8% | +66.3% | +16.7% |
| 1Y | +4.9% | -70.9% | +75.8% | +17.9% |
| 3Y | +42.8% | -14.8% | +57.7% | +33.4% |
| 5Y | +14.5% | +7.3% | +7.2% | +0.1% |
| 10Y | +373.0% | +325.3% | +47.7% | +220.3% |
| All | +1,962.0% | +308.3% | +1,653.7% | +1,171.8% |
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 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