+3.2%
AVTR vs TXT
+58.2%
-54.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.3% |
| 7D | +2.7% | -4.8% | +7.5% | +4.5% |
| 30D | +12.1% | -10.6% | +22.7% | +16.7% |
| 3M | +57.2% | -13.2% | +70.4% | +64.5% |
| 6M | +73.1% | -20.3% | +93.4% | +86.6% |
| YTD | +30.6% | -9.3% | +39.9% | +33.6% |
| 1Y | +13.5% | -2.7% | +16.2% | +13.1% |
| 3Y | -31.0% | +1.4% | -32.4% | -32.8% |
| 5Y | -63.2% | +9.6% | -72.8% | -65.7% |
| All | +3.2% | +58.2% | -54.9% | -19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling