-52.8%
ACHR vs MOD
+725.9%
-778.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -1.1% |
| 7D | +14.0% | -17.8% | +31.9% | +20.7% |
| 30D | -5.0% | -43.2% | +38.2% | +14.0% |
| 3M | -24.8% | -46.0% | +21.3% | -8.7% |
| 6M | -27.3% | -62.2% | +34.9% | -2.3% |
| YTD | -37.4% | -22.8% | -14.6% | -36.4% |
| 1Y | -44.3% | -35.5% | -8.8% | -40.3% |
| 3Y | -5.2% | +128.2% | -133.5% | -35.9% |
| 5Y | -20.8% | +791.6% | -812.4% | -64.2% |
| All | -52.8% | +725.9% | -778.6% | -78.7% |
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