+25.1%
BROS vs AVAV
+68.0%
-42.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.9% | -4.4% | -2.0% |
| 7D | -0.9% | +3.2% | -4.1% | -1.5% |
| 30D | -13.5% | -20.3% | +6.9% | -10.1% |
| 3M | -18.4% | -19.4% | +1.0% | -16.4% |
| 6M | -10.6% | -35.3% | +24.7% | -5.5% |
| YTD | -25.1% | -38.5% | +13.4% | -21.7% |
| 1Y | -28.6% | -37.2% | +8.6% | -27.2% |
| 3Y | +65.6% | +31.1% | +34.5% | +27.2% |
| All | +25.1% | +68.0% | -42.9% | -21.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling