-7.6%
BRO vs AVAV
+29.9%
-37.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.5% | -4.8% | -0.5% |
| 7D | -8.6% | -0.1% | -8.5% | -8.6% |
| 30D | -6.9% | -25.0% | +18.0% | -5.9% |
| 3M | +10.5% | -15.0% | +25.4% | +10.9% |
| 6M | -2.8% | -33.6% | +30.9% | -1.7% |
| YTD | -16.1% | -39.2% | +23.1% | -15.3% |
| 1Y | -27.6% | -40.5% | +12.9% | -27.0% |
| All | -7.6% | +29.9% | -37.5% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 3y: compounded portfolio wealth divided by compounded AVAV 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…
3y analysis · Full analysis span regression · 6 months rolling