+321.2%
MOD vs AVTR
-31.1%
+352.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.8% | +4.6% |
| 7D | +9.6% | +2.7% | +6.9% | +8.9% |
| 30D | 0.0% | +12.1% | -12.0% | -2.4% |
| 3M | -35.4% | +57.2% | -92.6% | -43.5% |
| 6M | -7.3% | +73.1% | -80.3% | -21.8% |
| YTD | +45.8% | +30.6% | +15.2% | +33.0% |
| 1Y | +43.1% | +13.5% | +29.6% | +34.1% |
| All | +321.2% | -31.1% | +352.3% | +358.1% |
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