+359.3%
AVAV vs SBAC
+103.9%
+255.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.9% |
| 7D | 0.0% | +3.6% | -3.7% | -1.1% |
| 30D | -9.9% | +4.9% | -14.8% | -11.2% |
| 3M | -34.7% | +6.5% | -41.2% | -36.1% |
| 6M | -26.6% | -11.1% | -15.5% | -24.9% |
| YTD | -48.9% | +0.9% | -49.9% | -50.0% |
| 1Y | -63.0% | -1.6% | -61.5% | -63.4% |
| 3Y | +1.6% | -7.0% | +8.6% | -1.3% |
| 5Y | +34.5% | -39.2% | +73.7% | +50.2% |
| 10Y | +359.3% | +111.4% | +247.9% | +321.4% |
| All | +359.3% | +103.9% | +255.4% | +321.4% |
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