+32,043.9%
AVGO vs SBAC
+697.3%
+31,346.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.7% | +5.9% |
| 7D | +25.0% | -2.7% | +27.7% | +26.1% |
| 30D | +2.0% | +3.3% | -1.3% | +0.6% |
| 3M | -12.3% | +3.3% | -15.6% | -13.6% |
| 6M | -12.8% | -10.9% | -1.9% | -11.0% |
| YTD | +5.9% | -1.0% | +6.8% | +2.6% |
| 1Y | +3.3% | -4.5% | +7.8% | +1.5% |
| 3Y | +293.1% | -8.7% | +301.8% | +271.0% |
| 5Y | +606.7% | -40.6% | +647.3% | +695.2% |
| 10Y | +2,733.6% | +109.4% | +2,624.2% | +1,515.9% |
| All | +32,043.9% | +697.3% | +31,346.6% | +8,654.0% |
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 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