+27.0%
BROS vs AVAV
+63.3%
-36.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.5% | +1.0% |
| 7D | -6.7% | -2.2% | -4.4% | -6.3% |
| 30D | -29.1% | -13.9% | -15.1% | -27.5% |
| 3M | -16.7% | -29.2% | +12.5% | -12.6% |
| 6M | -11.6% | -36.1% | +24.5% | -6.4% |
| YTD | -23.9% | -40.2% | +16.3% | -20.1% |
| 1Y | -34.8% | -36.2% | +1.4% | -33.9% |
| 3Y | +62.1% | +47.5% | +14.5% | +18.4% |
| All | +27.0% | +63.3% | -36.3% | -19.5% |
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