+31,416.6%
AVGO vs SBAC
+704.2%
+30,712.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.6% |
| 7D | -3.0% | -0.8% | -2.2% | -2.7% |
| 30D | -14.4% | +6.9% | -21.4% | -16.3% |
| 3M | -14.4% | -8.2% | -6.2% | -12.7% |
| 6M | +13.1% | -1.6% | +14.8% | +10.8% |
| YTD | +3.8% | -0.1% | +3.9% | +0.7% |
| 1Y | +17.8% | -0.5% | +18.2% | +14.1% |
| 3Y | +325.3% | -9.1% | +334.3% | +302.6% |
| 5Y | +689.9% | -43.8% | +733.7% | +816.0% |
| 10Y | +2,597.0% | +80.5% | +2,516.5% | +1,571.7% |
| All | +31,416.6% | +704.2% | +30,712.4% | +8,497.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling