-80.6%
AMC vs MOD
+300.6%
-381.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.3% | 0.0% | +3.7% |
| 7D | +2.3% | +9.6% | -7.3% | +0.9% |
| 30D | -0.7% | 0.0% | -0.8% | -0.9% |
| 3M | +35.2% | -35.4% | +70.6% | +43.6% |
| 6M | +124.6% | -7.3% | +131.9% | +122.4% |
| YTD | +69.9% | +45.8% | +24.1% | +53.6% |
| 1Y | -2.6% | +43.1% | -45.7% | -12.8% |
| All | -80.6% | +300.6% | -381.2% | -89.6% |
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 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