-1.2%
AVAV vs SBAC
-6.8%
+5.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.5% | +0.7% |
| 7D | +9.9% | -2.8% | +12.7% | +9.9% |
| 30D | -5.4% | +3.1% | -8.5% | -5.5% |
| 3M | -36.5% | +5.1% | -41.7% | -36.7% |
| 6M | -25.3% | -11.4% | -13.9% | -24.8% |
| YTD | -48.6% | +0.2% | -48.8% | -48.5% |
| 1Y | -62.1% | -3.9% | -58.2% | -62.1% |
| All | -1.2% | -6.8% | +5.6% | -0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling