+513.1%
BRO vs AVAV
+495.1%
+18.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.9% | -7.4% | -4.9% |
| 7D | -5.4% | +3.2% | -8.6% | -5.8% |
| 30D | -4.3% | -20.3% | +16.0% | -1.7% |
| 3M | +17.8% | -19.4% | +37.3% | +19.8% |
| 6M | -6.8% | -35.3% | +28.5% | -3.1% |
| YTD | -13.8% | -38.5% | +24.7% | -11.2% |
| 1Y | -27.8% | -37.2% | +9.4% | -26.5% |
| 3Y | -4.7% | +31.1% | -35.8% | -16.6% |
| 5Y | +20.6% | +41.0% | -20.4% | +0.4% |
| 10Y | +293.7% | +508.8% | -215.0% | +142.2% |
| All | +513.1% | +495.1% | +18.0% | +229.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling