-19.0%
TLT vs AVTR
+1.7%
-20.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.2% |
| 7D | -0.4% | +2.7% | -3.1% | -0.4% |
| 30D | -0.6% | +12.1% | -12.6% | -0.6% |
| 3M | -2.7% | +57.2% | -60.0% | -3.0% |
| 6M | -5.6% | +73.1% | -78.7% | -6.0% |
| YTD | -2.8% | +30.6% | -33.4% | -3.0% |
| 1Y | -1.4% | +13.5% | -14.9% | -1.7% |
| 3Y | -1.6% | -31.0% | +29.4% | -1.9% |
| 5Y | -33.8% | -63.2% | +29.4% | -35.0% |
| All | -19.0% | +1.7% | -20.7% | -19.3% |
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