+525.7%
AVGO vs SBAC
-40.7%
+566.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.5% | +8.3% | +8.7% |
| 7D | -0.9% | +3.0% | -3.8% | -1.0% |
| 30D | -11.6% | +4.3% | -15.9% | -11.9% |
| 3M | -25.2% | +4.1% | -29.3% | -25.5% |
| 6M | -25.4% | -11.6% | -13.8% | -24.8% |
| YTD | -7.2% | +0.4% | -7.5% | -8.0% |
| 1Y | -7.9% | -1.1% | -6.8% | -8.6% |
| 3Y | +262.1% | -7.3% | +269.4% | +250.6% |
| 5Y | +525.7% | -40.8% | +566.5% | +633.8% |
| All | +525.7% | -40.7% | +566.4% | +633.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling