-98.8%
AMC vs MOD
+857.0%
-955.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -7.3% | -5.2% | -11.0% |
| 7D | 0.0% | -34.2% | +34.2% | +7.9% |
| 30D | +4.4% | -51.9% | +56.3% | +20.1% |
| 3M | +15.4% | -53.0% | +68.4% | +32.3% |
| 6M | +93.7% | -66.4% | +160.1% | +134.4% |
| YTD | +97.4% | -31.5% | +129.0% | +99.0% |
| 1Y | +23.2% | -39.6% | +62.8% | +26.6% |
| 3Y | -71.3% | +116.8% | -188.1% | -80.5% |
| 5Y | -99.3% | +713.8% | -813.1% | -99.7% |
| All | -98.8% | +857.0% | -955.7% | -99.6% |
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