-51.8%
ACHR vs MOD
+750.6%
-802.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +9.9% | -1.5% | +4.9% |
| 7D | +15.3% | -13.9% | +29.3% | +20.2% |
| 30D | -3.0% | -41.5% | +38.5% | +15.2% |
| 3M | -14.0% | -45.7% | +31.8% | +4.1% |
| 6M | -25.8% | -61.1% | +35.3% | -1.3% |
| YTD | -36.0% | -20.5% | -15.5% | -35.7% |
| 1Y | -41.2% | -32.1% | -9.1% | -38.1% |
| 3Y | -8.6% | +146.5% | -155.0% | -39.6% |
| 5Y | -20.6% | +812.7% | -833.4% | -64.5% |
| All | -51.8% | +750.6% | -802.3% | -78.4% |
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