+493.8%
AVAV vs SBAC
+78.4%
+415.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.3% | -5.1% |
| 7D | -3.2% | +0.2% | -3.3% | -3.2% |
| 30D | -25.6% | +3.9% | -29.4% | -26.3% |
| 3M | -20.2% | -8.2% | -12.1% | -18.8% |
| 6M | -38.1% | -2.8% | -35.3% | -38.3% |
| YTD | -41.8% | -1.5% | -40.3% | -42.3% |
| 1Y | -39.0% | 0.0% | -39.1% | -39.9% |
| 3Y | +24.1% | -8.4% | +32.5% | +21.1% |
| 5Y | +53.0% | -43.5% | +96.6% | +74.7% |
| 10Y | +493.8% | +86.9% | +406.9% | +467.1% |
| All | +493.8% | +78.4% | +415.5% | +467.1% |
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