-27.7%
ACHR vs MOD
+116.8%
-144.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -7.3% | +1.2% | -3.3% |
| 7D | -11.6% | -34.2% | +22.5% | +2.2% |
| 30D | -16.8% | -51.9% | +35.1% | +8.4% |
| 3M | -25.6% | -53.0% | +27.5% | -2.9% |
| 6M | -33.7% | -66.4% | +32.6% | -3.8% |
| YTD | -48.5% | -31.5% | -17.0% | -46.4% |
| 1Y | -59.6% | -39.6% | -20.0% | -56.3% |
| All | -27.7% | +116.8% | -144.5% | -73.5% |
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