+18.4%
BROS vs AVTR
-64.6%
+83.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -6.1% | -2.0% | -4.0% | -5.4% |
| 30D | -12.4% | +8.1% | -20.4% | -14.9% |
| 3M | -27.9% | +54.2% | -82.1% | -39.5% |
| 6M | -16.8% | +82.6% | -99.4% | -35.0% |
| YTD | -29.0% | +29.8% | -58.9% | -37.2% |
| 1Y | -33.2% | +18.0% | -51.2% | -40.4% |
| 3Y | +56.8% | -26.4% | +83.2% | +55.1% |
| All | +18.4% | -64.6% | +83.1% | +105.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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