+2.6%
AVTR vs BRO
+120.1%
-117.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -2.0% | -8.6% | +6.5% | +2.2% |
| 30D | +8.1% | -6.9% | +15.0% | +11.7% |
| 3M | +54.2% | +10.5% | +43.7% | +46.2% |
| 6M | +82.6% | -2.8% | +85.3% | +83.3% |
| YTD | +29.8% | -16.1% | +46.0% | +39.9% |
| 1Y | +18.0% | -27.6% | +45.6% | +36.5% |
| 3Y | -26.4% | -7.3% | -19.2% | -28.2% |
| 5Y | -64.8% | +19.0% | -83.8% | -71.8% |
| All | +2.6% | +120.1% | -117.5% | -40.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling