+176.7%
RTX vs AVTR
+1.1%
+175.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.2% |
| 7D | -1.6% | +1.6% | -3.2% | -1.9% |
| 30D | -11.6% | +8.4% | -19.9% | -13.0% |
| 3M | +9.2% | +50.2% | -41.0% | +0.3% |
| 6M | -4.4% | +82.6% | -87.0% | -15.8% |
| YTD | +8.9% | +29.8% | -21.0% | +2.1% |
| 1Y | +32.1% | +16.0% | +16.1% | +25.0% |
| 3Y | +151.2% | -26.4% | +177.7% | +153.3% |
| 5Y | +162.9% | -64.5% | +227.4% | +218.2% |
| All | +176.7% | +1.1% | +175.6% | +110.0% |
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