+2,856.4%
AVGO vs SBAC
+78.4%
+2,778.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | -0.8% | +0.2% | -1.0% | -0.8% |
| 30D | -13.7% | +3.9% | -17.6% | -14.5% |
| 3M | -6.9% | -8.2% | +1.2% | -5.5% |
| 6M | +5.8% | -2.8% | +8.6% | +4.6% |
| YTD | +5.7% | -1.5% | +7.2% | +3.9% |
| 1Y | +9.0% | 0.0% | +9.0% | +6.5% |
| 3Y | +340.5% | -8.4% | +348.9% | +320.6% |
| 5Y | +711.1% | -43.5% | +754.6% | +830.8% |
| 10Y | +2,856.4% | +86.9% | +2,769.5% | +2,217.0% |
| All | +2,856.4% | +78.4% | +2,778.0% | +2,217.0% |
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 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