-56.6%
ACHR vs MOD
+750.2%
-806.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -0.5% | -10.4% | -10.7% |
| 7D | +11.9% | +16.1% | -4.2% | +6.6% |
| 30D | -2.5% | -38.5% | +36.0% | +13.9% |
| 3M | -31.2% | -46.8% | +15.7% | -16.1% |
| 6M | -32.2% | -61.6% | +29.4% | -9.4% |
| YTD | -42.4% | -20.5% | -21.9% | -42.1% |
| 1Y | -49.9% | -28.0% | -21.9% | -48.4% |
| 3Y | -12.9% | +134.9% | -147.8% | -41.6% |
| 5Y | -24.6% | +833.2% | -857.7% | -66.2% |
| All | -56.6% | +750.2% | -806.7% | -80.6% |
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