-4.6%
BROS vs AVAV
+40.4%
-45.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | -20.4% | +9.9% | -30.3% | -21.6% |
| 30D | -6.1% | -5.4% | -0.7% | -5.3% |
| 3M | -29.4% | -36.5% | +7.2% | -23.9% |
| 6M | -31.5% | -25.3% | -6.3% | -29.7% |
| YTD | -42.8% | -48.6% | +5.8% | -38.6% |
| 1Y | -37.5% | -62.1% | +24.6% | -28.7% |
| 3Y | +27.2% | +2.3% | +24.9% | +2.8% |
| 5Y | -47.0% | +35.4% | -82.3% | -65.7% |
| All | -4.6% | +40.4% | -45.0% | -38.1% |
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