+64.4%
BROS vs AVAV
+48.2%
+16.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.5% | +0.9% |
| 7D | -6.7% | -2.2% | -4.4% | -6.5% |
| 30D | -29.1% | -13.9% | -15.1% | -28.2% |
| 3M | -16.7% | -29.2% | +12.5% | -14.3% |
| 6M | -11.6% | -36.1% | +24.5% | -8.7% |
| YTD | -23.9% | -40.2% | +16.3% | -21.6% |
| 1Y | -34.8% | -36.2% | +1.4% | -34.0% |
| All | +64.4% | +48.2% | +16.2% | +48.6% |
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 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