+1,405.5%
MOD vs AVTR
+1.7%
+1,403.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.8% | +4.8% |
| 7D | +9.6% | +2.7% | +6.9% | +8.6% |
| 30D | 0.0% | +12.1% | -12.0% | -3.8% |
| 3M | -35.4% | +57.2% | -92.6% | -46.3% |
| 6M | -7.3% | +73.1% | -80.3% | -26.3% |
| YTD | +45.8% | +30.6% | +15.2% | +27.5% |
| 1Y | +43.1% | +13.5% | +29.6% | +29.5% |
| 3Y | +297.7% | -31.0% | +328.7% | +318.3% |
| 5Y | +1,478.8% | -63.2% | +1,542.0% | +1,976.4% |
| All | +1,405.5% | +1.7% | +1,403.8% | +1,221.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling