+308.9%
AVAV vs SBAC
+114.8%
+194.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.2% | -3.1% |
| 7D | +4.2% | +0.6% | +3.6% | +4.1% |
| 30D | -2.6% | +5.5% | -8.0% | -4.1% |
| 3M | -38.0% | +3.1% | -41.0% | -38.7% |
| 6M | -27.0% | -7.0% | -20.0% | -26.2% |
| YTD | -51.4% | +0.5% | -51.9% | -52.3% |
| 1Y | -60.2% | +0.2% | -60.5% | -60.9% |
| 3Y | -6.7% | -7.4% | +0.7% | -9.2% |
| 5Y | +28.3% | -39.7% | +68.0% | +43.7% |
| All | +308.9% | +114.8% | +194.1% | +261.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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