+67.2%
AG vs MOD
+1,486.5%
-1,419.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.3% | -6.3% | -2.8% |
| 7D | +1.0% | +9.6% | -8.6% | -0.9% |
| 30D | +19.2% | 0.0% | +19.1% | +19.0% |
| 3M | +6.2% | -35.4% | +41.5% | +15.2% |
| 6M | -26.7% | -7.3% | -19.4% | -25.9% |
| YTD | +26.1% | +45.8% | -19.7% | +17.2% |
| 1Y | +131.7% | +43.1% | +88.5% | +115.4% |
| 3Y | +255.3% | +297.7% | -42.3% | +165.7% |
| All | +67.2% | +1,486.5% | -1,419.3% | -1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling