+180.5%
RTX vs AVTR
+5.8%
+174.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.2% | +2.4% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | +7.7% | -0.6% | +8.3% | +7.7% |
| 3M | -10.3% | +13.4% | -23.7% | -12.7% |
| 6M | +14.6% | +87.4% | -72.8% | +0.5% |
| YTD | +10.4% | +35.9% | -25.5% | +2.4% |
| 1Y | +13.5% | +35.4% | -21.9% | +5.2% |
| 3Y | +158.6% | -16.1% | +174.7% | +153.1% |
| 5Y | +147.3% | -59.4% | +206.6% | +189.0% |
| All | +180.5% | +5.8% | +174.7% | +110.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling