+2.1%
AVTR vs BRO
+119.7%
-117.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -1.1% | -7.3% | +6.3% | +2.6% |
| 30D | +6.3% | -6.9% | +13.2% | +9.8% |
| 3M | +53.3% | +10.7% | +42.6% | +45.2% |
| 6M | +78.6% | -2.7% | +81.3% | +79.3% |
| YTD | +29.2% | -16.3% | +45.6% | +39.4% |
| 1Y | +13.8% | -29.1% | +42.9% | +33.2% |
| 3Y | -27.4% | -7.8% | -19.6% | -28.9% |
| 5Y | -65.0% | +18.7% | -83.7% | -71.9% |
| All | +2.1% | +119.7% | -117.5% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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