-24.6%
AVTR vs TXT
+5.7%
-30.3%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.6% |
| 7D | +7.4% | -0.2% | +7.6% | +7.5% |
| 30D | +12.2% | -11.1% | +23.3% | +18.5% |
| 3M | +57.4% | -13.0% | +70.4% | +66.5% |
| 6M | +86.7% | -16.2% | +102.9% | +100.9% |
| YTD | +33.1% | -8.7% | +41.8% | +35.0% |
| 1Y | +16.1% | -3.8% | +19.9% | +14.0% |
| 3Y | -24.6% | +5.5% | -30.1% | -31.9% |
| All | -24.6% | +5.7% | -30.3% | -31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling