+27.0%
BROS vs AVTR
-64.4%
+91.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.2% | +1.3% |
| 7D | -6.7% | +2.7% | -9.3% | -7.6% |
| 30D | -29.1% | +12.1% | -41.1% | -32.0% |
| 3M | -16.7% | +57.2% | -74.0% | -30.7% |
| 6M | -11.6% | +73.1% | -84.7% | -29.5% |
| YTD | -23.9% | +30.6% | -54.5% | -32.8% |
| 1Y | -34.8% | +13.5% | -48.3% | -40.8% |
| 3Y | +62.1% | -31.0% | +93.1% | +67.5% |
| All | +27.0% | -64.4% | +91.4% | +120.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling