+35.1%
AVTR vs TXT
+9.2%
+26.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.6% | +0.5% |
| 7D | -6.2% | +10.6% | -16.9% | -7.4% |
| 30D | -1.0% | +14.4% | -15.4% | -2.8% |
| 3M | +14.4% | -2.7% | +17.1% | +15.1% |
| 6M | +95.9% | -4.7% | +100.5% | +96.2% |
| YTD | +36.6% | -0.5% | +37.1% | +30.7% |
| 1Y | +35.1% | +8.7% | +26.4% | +18.4% |
| All | +35.1% | +9.2% | +26.0% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1y: compounded portfolio wealth divided by compounded TXT 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…
1y analysis · Full analysis span regression · 6 months rolling