-20.3%
BROS vs AVAV
-68.0%
+47.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.3% | +9.3% | +1.5% |
| 7D | +2.5% | -10.1% | +12.6% | +3.2% |
| 30D | +15.1% | -18.7% | +33.8% | +16.7% |
| 3M | -31.4% | -33.0% | +1.6% | -29.6% |
| 6M | -22.6% | -37.2% | +14.6% | -20.6% |
| YTD | -28.1% | -53.2% | +25.0% | -24.3% |
| 1Y | -20.3% | -69.0% | +48.7% | -3.8% |
| All | -20.3% | -68.0% | +47.8% | -3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling