-51.3%
ACHR vs MOD
+754.7%
-806.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.5% | -0.3% | +2.0% |
| 7D | +18.0% | +8.2% | +9.7% | +15.1% |
| 30D | +3.6% | -38.2% | +41.8% | +20.7% |
| 3M | -28.4% | -46.2% | +17.8% | -13.1% |
| 6M | -25.7% | -62.5% | +36.9% | +0.2% |
| YTD | -35.4% | -20.1% | -15.3% | -35.2% |
| 1Y | -45.6% | -29.7% | -16.0% | -43.4% |
| 3Y | -2.2% | +136.2% | -138.4% | -34.6% |
| 5Y | -20.3% | +820.4% | -840.7% | -64.4% |
| All | -51.3% | +754.7% | -806.0% | -78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling