+40.7%
AMC vs MOD
-35.8%
+76.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.9% | +4.7% | +1.9% |
| 7D | +5.5% | -17.8% | +23.3% | +5.9% |
| 30D | +16.1% | -43.2% | +59.3% | +19.2% |
| 3M | +43.0% | -46.0% | +89.0% | +46.7% |
| 6M | +130.7% | -62.2% | +192.9% | +145.8% |
| YTD | +121.8% | -22.8% | +144.6% | +107.7% |
| 1Y | +40.7% | -35.5% | +76.1% | +34.6% |
| All | +40.7% | -35.8% | +76.5% | +34.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling