+22.6%
BROS vs AVTR
-64.6%
+87.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.1% |
| 7D | -6.6% | +1.6% | -8.2% | -7.2% |
| 30D | -12.3% | +8.4% | -20.7% | -15.0% |
| 3M | -22.2% | +50.2% | -72.4% | -34.1% |
| 6M | -14.3% | +82.6% | -96.9% | -33.1% |
| YTD | -26.6% | +29.8% | -56.4% | -35.0% |
| 1Y | -31.5% | +16.0% | -47.5% | -38.4% |
| 3Y | +62.3% | -26.4% | +88.7% | +60.5% |
| All | +22.6% | -64.6% | +87.2% | +112.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling