+146.5%
MOD vs AVTR
-13.5%
+159.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.8% | +7.0% | +9.3% |
| 7D | -13.9% | +1.9% | -15.9% | -14.2% |
| 30D | -41.5% | +1.5% | -43.1% | -41.7% |
| 3M | -45.7% | +17.1% | -62.8% | -47.5% |
| 6M | -61.1% | +91.5% | -152.6% | -67.8% |
| YTD | -20.5% | +38.8% | -59.3% | -28.2% |
| 1Y | -32.1% | +37.7% | -69.9% | -38.6% |
| 3Y | +146.5% | -13.5% | +159.9% | +162.1% |
| All | +146.5% | -13.5% | +159.9% | +162.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling