+697.1%
MOD vs AVTR
+5.8%
+691.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -2.2% |
| 7D | -17.8% | -0.1% | -17.7% | -17.7% |
| 30D | -43.2% | -0.6% | -42.6% | -43.1% |
| 3M | -46.0% | +13.4% | -59.4% | -48.4% |
| 6M | -62.2% | +87.4% | -149.6% | -70.8% |
| YTD | -22.8% | +35.9% | -58.7% | -33.5% |
| 1Y | -35.5% | +35.4% | -70.9% | -44.4% |
| 3Y | +128.2% | -16.1% | +144.3% | +121.9% |
| 5Y | +791.6% | -59.4% | +851.0% | +1,033.1% |
| All | +697.1% | +5.8% | +691.4% | +589.3% |
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 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