-17.0%
ACHR vs MOD
+129.2%
-146.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +5.7% | +9.0% | +12.5% |
| 7D | +5.7% | -25.5% | +31.3% | +16.8% |
| 30D | -4.9% | -49.0% | +44.1% | +21.4% |
| 3M | -15.1% | -49.8% | +34.7% | +8.2% |
| 6M | -30.7% | -64.8% | +34.0% | -1.0% |
| YTD | -41.0% | -27.6% | -13.3% | -39.7% |
| 1Y | -50.0% | -35.2% | -14.8% | -47.4% |
| 3Y | -17.0% | +137.1% | -154.1% | -70.1% |
| All | -17.0% | +129.2% | -146.2% | -70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling