+2,475.6%
AVGO vs SBAC
+103.9%
+2,371.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.6% | +3.3% | +3.8% |
| 7D | 0.0% | +3.6% | -3.7% | -0.8% |
| 30D | -8.2% | +4.9% | -13.1% | -9.3% |
| 3M | -21.3% | +6.5% | -27.7% | -22.6% |
| 6M | -22.5% | -11.1% | -11.4% | -21.2% |
| YTD | -3.6% | +0.9% | -4.5% | -5.9% |
| 1Y | -6.7% | -1.6% | -5.1% | -8.4% |
| 3Y | +258.1% | -7.0% | +265.1% | +241.5% |
| 5Y | +560.9% | -39.2% | +600.1% | +639.3% |
| 10Y | +2,475.6% | +111.4% | +2,364.2% | +1,850.3% |
| All | +2,475.6% | +103.9% | +2,371.7% | +1,850.3% |
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