+65.6%
BROS vs AVTR
-25.8%
+91.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.9% |
| 7D | -0.9% | +7.4% | -8.3% | -2.6% |
| 30D | -13.5% | +12.2% | -25.7% | -15.7% |
| 3M | -18.4% | +57.4% | -75.8% | -27.2% |
| 6M | -10.6% | +86.7% | -97.2% | -23.7% |
| YTD | -25.1% | +33.1% | -58.1% | -31.2% |
| 1Y | -28.6% | +16.1% | -44.8% | -33.5% |
| 3Y | +65.6% | -24.6% | +90.2% | +53.0% |
| All | +65.6% | -25.8% | +91.4% | +53.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling