+181.2%
RTX vs AVTR
+1.7%
+179.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | -0.4% |
| 7D | -5.2% | +2.7% | -7.8% | -5.6% |
| 30D | -9.4% | +12.1% | -21.4% | -11.4% |
| 3M | +12.3% | +57.2% | -45.0% | +2.2% |
| 6M | -3.1% | +73.1% | -76.2% | -13.7% |
| YTD | +10.7% | +30.6% | -20.0% | +3.6% |
| 1Y | +28.4% | +13.5% | +14.9% | +22.1% |
| 3Y | +147.1% | -31.0% | +178.1% | +153.7% |
| 5Y | +167.2% | -63.2% | +230.5% | +220.1% |
| All | +181.2% | +1.7% | +179.5% | +113.3% |
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