-20.3%
TLT vs AVTR
+0.6%
-20.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | -1.6% | -1.1% | -0.6% | -1.6% |
| 30D | -1.1% | +6.3% | -7.5% | -1.2% |
| 3M | -4.9% | +53.3% | -58.2% | -5.1% |
| 6M | -5.0% | +78.6% | -83.7% | -5.4% |
| YTD | -4.4% | +29.2% | -33.6% | -4.6% |
| 1Y | -6.4% | +13.8% | -20.2% | -6.6% |
| 3Y | -2.0% | -27.4% | +25.4% | -2.2% |
| 5Y | -35.0% | -65.0% | +30.0% | -36.2% |
| All | -20.3% | +0.6% | -20.9% | -20.6% |
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