+647.2%
MOD vs AVTR
+5.1%
+642.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.2% | +3.5% | +5.0% |
| 7D | -25.5% | -3.6% | -21.9% | -24.6% |
| 30D | -49.0% | +0.8% | -49.8% | -49.2% |
| 3M | -49.8% | +17.4% | -67.2% | -52.6% |
| 6M | -64.8% | +83.5% | -148.3% | -72.6% |
| YTD | -27.6% | +35.0% | -62.6% | -37.6% |
| 1Y | -35.2% | +36.7% | -71.9% | -44.4% |
| 3Y | +137.1% | -15.3% | +152.5% | +129.4% |
| 5Y | +760.3% | -59.5% | +819.8% | +992.9% |
| All | +647.2% | +5.1% | +642.1% | +547.0% |
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