+167.1%
RTX vs AVTR
-63.6%
+230.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.2% |
| 7D | -3.1% | +7.4% | -10.5% | -3.7% |
| 30D | -10.6% | +12.2% | -22.8% | -11.5% |
| 3M | +11.6% | +57.4% | -45.7% | +6.6% |
| 6M | -4.5% | +86.7% | -91.2% | -10.5% |
| YTD | +9.6% | +33.1% | -23.5% | +5.9% |
| 1Y | +30.8% | +16.1% | +14.7% | +27.5% |
| 3Y | +152.8% | -24.6% | +177.4% | +154.4% |
| 5Y | +167.1% | -63.5% | +230.6% | +194.1% |
| All | +167.1% | -63.6% | +230.7% | +194.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling