-7.9%
BROS vs AVAV
+27.3%
-35.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +10.5% | -12.8% | -4.2% |
| 7D | -21.2% | -10.6% | -10.6% | -19.6% |
| 30D | -11.6% | -18.8% | +7.2% | -8.3% |
| 3M | -36.7% | -34.1% | -2.6% | -32.3% |
| 6M | -42.8% | -35.3% | -7.5% | -39.6% |
| YTD | -44.8% | -53.4% | +8.5% | -39.7% |
| 1Y | -36.5% | -65.6% | +29.1% | -26.3% |
| 3Y | +27.0% | -5.1% | +32.0% | +3.7% |
| 5Y | -50.3% | +18.5% | -68.8% | -67.8% |
| All | -7.9% | +27.3% | -35.2% | -39.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling