+358.4%
AVAV vs SBAC
+93.8%
+264.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -1.9% | +12.4% | +10.9% |
| 7D | -10.6% | +1.2% | -11.8% | -11.0% |
| 30D | -18.8% | +11.2% | -30.0% | -21.2% |
| 3M | -34.1% | +4.5% | -38.6% | -35.1% |
| 6M | -35.3% | -12.2% | -23.2% | -33.6% |
| YTD | -53.4% | -0.1% | -53.3% | -54.2% |
| 1Y | -65.6% | -0.3% | -65.4% | -66.2% |
| 3Y | -5.1% | -8.7% | +3.7% | -7.1% |
| 5Y | +18.5% | -40.2% | +58.7% | +32.5% |
| All | +358.4% | +93.8% | +264.6% | +368.7% |
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