+7.7%
AVTR vs TXT
+68.7%
-61.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | 0.0% |
| 7D | +3.2% | -1.1% | +4.2% | +3.5% |
| 30D | +0.5% | +13.3% | -12.8% | -4.4% |
| 3M | +12.1% | -5.1% | +17.3% | +13.7% |
| 6M | +91.2% | -7.1% | +98.3% | +94.1% |
| YTD | +36.3% | -3.2% | +39.5% | +35.5% |
| 1Y | +35.2% | +2.3% | +32.9% | +31.6% |
| 3Y | -15.8% | +11.1% | -26.9% | -21.0% |
| 5Y | -58.9% | +10.0% | -68.9% | -62.0% |
| All | +7.7% | +68.7% | -61.0% | -18.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling