-1.8%
BROS vs AVAV
+43.3%
-45.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +12.6% | -6.0% | +4.3% |
| 7D | -17.9% | +3.2% | -21.1% | -18.3% |
| 30D | -5.4% | -7.4% | +2.0% | -4.3% |
| 3M | -32.1% | -32.0% | -0.1% | -27.7% |
| 6M | -31.7% | -24.6% | -7.1% | -29.9% |
| YTD | -41.2% | -47.5% | +6.3% | -37.1% |
| 1Y | -32.6% | -61.5% | +28.9% | -23.3% |
| 3Y | +32.7% | +5.5% | +27.2% | +6.5% |
| 5Y | -44.2% | +35.7% | -80.0% | -64.3% |
| All | -1.8% | +43.3% | -45.2% | -36.6% |
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