+419.8%
AVAV vs SBAC
+632.1%
-212.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.5% | +0.9% |
| 7D | +9.9% | -2.8% | +12.7% | +10.7% |
| 30D | -5.4% | +3.1% | -8.5% | -6.4% |
| 3M | -36.5% | +5.1% | -41.7% | -37.7% |
| 6M | -25.3% | -11.4% | -13.9% | -23.5% |
| YTD | -48.6% | +0.2% | -48.8% | -49.6% |
| 1Y | -62.1% | -3.9% | -58.2% | -62.4% |
| 3Y | +2.3% | -7.7% | +10.0% | -0.1% |
| 5Y | +35.4% | -39.7% | +75.1% | +48.2% |
| 10Y | +345.1% | +111.9% | +233.2% | +232.2% |
| All | +419.8% | +632.1% | -212.3% | +149.0% |
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 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