+177.8%
RTX vs AVTR
+6.1%
+171.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.3% |
| 7D | +3.4% | +3.2% | +0.2% | +2.8% |
| 30D | +8.4% | +0.5% | +7.9% | +8.2% |
| 3M | -10.7% | +12.1% | -22.8% | -12.8% |
| 6M | +11.7% | +91.2% | -79.5% | -2.3% |
| YTD | +9.3% | +36.3% | -27.0% | +1.4% |
| 1Y | +13.3% | +35.2% | -21.9% | +5.0% |
| 3Y | +156.1% | -15.8% | +172.0% | +150.6% |
| 5Y | +148.5% | -58.9% | +207.5% | +189.6% |
| All | +177.8% | +6.1% | +171.7% | +108.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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