-98.9%
AMC vs MOD
+1,642.7%
-1,741.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.3% | 0.0% | +3.4% |
| 7D | +2.3% | +9.6% | -7.3% | +0.3% |
| 30D | -0.7% | 0.0% | -0.8% | -1.0% |
| 3M | +35.2% | -35.4% | +70.6% | +46.1% |
| 6M | +124.6% | -7.3% | +131.9% | +121.1% |
| YTD | +69.9% | +45.8% | +24.1% | +48.9% |
| 1Y | -2.6% | +43.1% | -45.7% | -15.6% |
| 3Y | -79.8% | +297.7% | -377.4% | -87.6% |
| 5Y | -99.4% | +1,478.8% | -1,578.1% | -99.8% |
| All | -98.9% | +1,642.7% | -1,741.6% | -99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling