-33.7%
TLT vs AVTR
-63.6%
+29.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.1% |
| 7D | +0.4% | +7.4% | -7.0% | +0.2% |
| 30D | -0.3% | +12.2% | -12.5% | -0.7% |
| 3M | -1.7% | +57.4% | -59.1% | -3.3% |
| 6M | -4.9% | +86.7% | -91.6% | -7.0% |
| YTD | -2.8% | +33.1% | -35.9% | -4.0% |
| 1Y | -4.2% | +16.1% | -20.4% | -5.1% |
| 3Y | -1.1% | -24.6% | +23.5% | -0.9% |
| 5Y | -33.7% | -63.5% | +29.8% | -33.2% |
| All | -33.7% | -63.6% | +29.9% | -33.2% |
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