-2.1%
BROS vs AVTR
-63.1%
+60.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.5% | +7.0% | +6.7% |
| 7D | +6.3% | +0.5% | +5.9% | +6.2% |
| 30D | -8.3% | -1.0% | -7.3% | -7.9% |
| 3M | -29.8% | +12.2% | -42.0% | -32.8% |
| 6M | -25.8% | +97.5% | -123.3% | -43.8% |
| YTD | -41.4% | +35.6% | -77.0% | -48.9% |
| 1Y | -35.2% | +32.8% | -68.0% | -43.1% |
| 3Y | +32.8% | -16.5% | +49.3% | +23.7% |
| 5Y | -42.2% | -59.1% | +17.0% | -14.2% |
| All | -2.1% | -63.1% | +60.9% | +67.1% |
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