+379.1%
AVAV vs SBAC
+97.3%
+281.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +0.5% | +12.1% | +12.5% |
| 7D | +3.2% | +3.0% | +0.2% | +2.2% |
| 30D | -7.4% | +4.3% | -11.7% | -8.6% |
| 3M | -32.0% | +4.1% | -36.2% | -33.0% |
| 6M | -24.6% | -11.6% | -12.9% | -22.7% |
| YTD | -47.5% | +0.4% | -47.9% | -48.5% |
| 1Y | -61.5% | -1.1% | -60.4% | -62.0% |
| 3Y | +5.5% | -7.3% | +12.7% | +2.6% |
| 5Y | +35.7% | -40.8% | +76.5% | +52.8% |
| 10Y | +379.1% | +103.0% | +276.1% | +338.6% |
| All | +379.1% | +97.3% | +281.8% | +338.6% |
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