+266.4%
AG vs MOD
+300.6%
-34.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.3% | -6.3% | -3.0% |
| 7D | +1.0% | +9.6% | -8.6% | -1.2% |
| 30D | +19.2% | 0.0% | +19.1% | +18.9% |
| 3M | +6.2% | -35.4% | +41.5% | +16.7% |
| 6M | -26.7% | -7.3% | -19.4% | -25.7% |
| YTD | +26.1% | +45.8% | -19.7% | +16.3% |
| 1Y | +131.7% | +43.1% | +88.5% | +114.0% |
| All | +266.4% | +300.6% | -34.2% | +138.3% |
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