-18.9%
TLT vs AVTR
+8.1%
-27.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | 0.0% |
| 7D | +0.3% | +1.9% | -1.6% | +0.3% |
| 30D | +5.1% | +1.5% | +3.6% | +5.1% |
| 3M | -0.2% | +17.1% | -17.3% | -0.3% |
| 6M | -2.9% | +91.5% | -94.4% | -3.3% |
| YTD | -2.7% | +38.8% | -41.5% | -3.0% |
| 1Y | -4.6% | +37.7% | -42.3% | -4.9% |
| 3Y | +6.1% | -13.5% | +19.6% | +6.0% |
| 5Y | -35.1% | -59.3% | +24.2% | -36.2% |
| All | -18.9% | +8.1% | -27.0% | -19.2% |
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 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