+345.6%
AVGO vs SBAC
-9.5%
+355.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +2.9% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | -13.8% | +3.2% | -17.1% | -13.3% |
| 3M | -6.9% | -5.1% | -1.9% | -7.5% |
| 6M | +11.9% | -2.1% | +14.0% | +11.9% |
| YTD | +6.9% | -0.5% | +7.4% | +7.3% |
| 1Y | +7.4% | +1.1% | +6.3% | +8.3% |
| 3Y | +345.6% | -7.4% | +353.0% | +347.6% |
| All | +345.6% | -9.5% | +355.1% | +347.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling