+32.8%
BROS vs AVAV
-3.9%
+36.6%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.7% | +9.2% | +6.8% |
| 7D | +6.3% | +4.2% | +2.1% | +5.8% |
| 30D | -8.3% | -2.6% | -5.8% | -8.1% |
| 3M | -29.8% | -38.0% | +8.2% | -26.6% |
| 6M | -25.8% | -27.0% | +1.2% | -24.4% |
| YTD | -41.4% | -51.4% | +10.1% | -38.4% |
| 1Y | -35.2% | -60.2% | +25.1% | -30.5% |
| 3Y | +32.8% | -6.7% | +39.4% | +25.4% |
| All | +32.8% | -3.9% | +36.6% | +25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling