+2,660.6%
AVGO vs SBAC
+114.8%
+2,545.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.5% | -6.3% | -5.1% |
| 7D | +18.2% | +0.6% | +17.5% | +18.0% |
| 30D | +0.2% | +5.5% | -5.3% | -1.1% |
| 3M | -16.8% | +3.1% | -19.9% | -17.6% |
| 6M | -16.5% | -7.0% | -9.4% | -16.0% |
| YTD | +0.8% | +0.5% | +0.3% | -1.6% |
| 1Y | +2.8% | +0.2% | +2.6% | +0.4% |
| 3Y | +278.5% | -7.4% | +285.9% | +261.2% |
| 5Y | +573.1% | -39.7% | +612.8% | +654.4% |
| All | +2,660.6% | +114.8% | +2,545.8% | +1,996.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling