-59.3%
AVTR vs TXT
+13.0%
-72.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.2% | +0.6% | +1.8% |
| 7D | +1.9% | -3.5% | +5.4% | +3.6% |
| 30D | +1.5% | +15.2% | -13.6% | -5.4% |
| 3M | +17.1% | -4.5% | +21.5% | +18.9% |
| 6M | +91.5% | -6.1% | +97.6% | +94.2% |
| YTD | +38.8% | -2.0% | +40.8% | +36.4% |
| 1Y | +37.7% | +4.2% | +33.5% | +30.8% |
| 3Y | -13.5% | +14.4% | -27.9% | -23.1% |
| 5Y | -59.3% | +12.3% | -71.6% | -65.2% |
| All | -59.3% | +13.0% | -72.3% | -65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling