+606.8%
MOD vs AVTR
+2.9%
+604.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.3% | -4.0% | -6.2% |
| 7D | -34.2% | -9.2% | -24.9% | -32.0% |
| 30D | -51.9% | -1.9% | -50.0% | -51.6% |
| 3M | -53.0% | +13.3% | -66.4% | -55.2% |
| 6M | -66.4% | +88.1% | -154.4% | -74.1% |
| YTD | -31.5% | +32.1% | -63.7% | -40.6% |
| 1Y | -39.6% | +30.7% | -70.3% | -47.3% |
| 3Y | +116.8% | -17.6% | +134.4% | +111.6% |
| 5Y | +713.8% | -60.3% | +774.1% | +940.8% |
| All | +606.8% | +2.9% | +604.0% | +516.2% |
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