+51.8%
AVAV vs SBAC
-8.8%
+60.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.7% | -1.7% |
| 7D | -2.2% | -0.8% | -1.4% | -2.2% |
| 30D | -13.9% | +6.9% | -20.9% | -14.0% |
| 3M | -29.2% | -8.2% | -21.0% | -28.8% |
| 6M | -36.1% | -1.6% | -34.5% | -36.1% |
| YTD | -40.2% | -0.1% | -40.1% | -40.1% |
| 1Y | -36.2% | -0.5% | -35.8% | -36.0% |
| All | +51.8% | -8.8% | +60.6% | +53.6% |
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 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