+31.9%
AVAV vs SBAC
-40.9%
+72.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.6% |
| 7D | +18.4% | -2.7% | +21.1% | +19.0% |
| 30D | -4.9% | +3.3% | -8.2% | -5.7% |
| 3M | -37.7% | +3.3% | -40.9% | -38.2% |
| 6M | -28.4% | -10.9% | -17.5% | -27.1% |
| YTD | -50.0% | -1.0% | -49.1% | -50.5% |
| 1Y | -62.6% | -4.5% | -58.1% | -62.6% |
| 3Y | -0.6% | -8.7% | +8.1% | -2.7% |
| 5Y | +31.9% | -40.6% | +72.5% | +52.0% |
| All | +31.9% | -40.9% | +72.8% | +52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling