+504.5%
AVAV vs SBAC
+629.8%
-125.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.7% | -1.4% |
| 7D | -2.2% | -0.8% | -1.4% | -2.0% |
| 30D | -13.9% | +6.9% | -20.9% | -15.5% |
| 3M | -29.2% | -8.2% | -21.0% | -28.0% |
| 6M | -36.1% | -1.6% | -34.5% | -36.7% |
| YTD | -40.2% | -0.1% | -40.1% | -41.1% |
| 1Y | -36.2% | -0.5% | -35.8% | -37.2% |
| 3Y | +47.5% | -9.1% | +56.6% | +44.7% |
| 5Y | +39.3% | -43.8% | +83.1% | +56.2% |
| 10Y | +482.6% | +80.5% | +402.0% | +355.7% |
| All | +504.5% | +629.8% | -125.4% | +191.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling