-42.7%
ACHR vs MOD
+1,459.8%
-1,502.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.2% | -2.3% |
| 7D | -0.7% | +9.6% | -10.3% | -3.9% |
| 30D | +9.8% | 0.0% | +9.8% | +9.5% |
| 3M | -10.5% | -35.4% | +24.9% | +2.6% |
| 6M | -15.5% | -7.3% | -8.3% | -16.5% |
| YTD | -24.1% | +45.8% | -69.9% | -37.0% |
| 1Y | -32.4% | +43.1% | -75.6% | -44.4% |
| 3Y | -11.6% | +297.7% | -309.3% | -50.3% |
| 5Y | -42.9% | +1,478.8% | -1,521.7% | -78.9% |
| All | -42.7% | +1,459.8% | -1,502.5% | -78.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling