-33.5%
MOD vs AVTR
+37.2%
-70.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.8% | +7.0% | +9.9% |
| 7D | -13.9% | +1.9% | -15.9% | -13.9% |
| 30D | -41.5% | +1.5% | -43.1% | -41.5% |
| 3M | -45.7% | +17.1% | -62.8% | -45.3% |
| 6M | -61.1% | +91.5% | -152.6% | -64.3% |
| YTD | -20.5% | +38.8% | -59.3% | -22.4% |
| All | -33.5% | +37.2% | -70.7% | -36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling