-99.3%
AMC vs MOD
+748.9%
-848.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.7% | -3.8% | +0.8% |
| 7D | +2.6% | -25.5% | +28.2% | +7.7% |
| 30D | +9.0% | -49.0% | +58.0% | +23.3% |
| 3M | +22.2% | -49.8% | +72.0% | +37.5% |
| 6M | +91.5% | -64.8% | +156.2% | +128.7% |
| YTD | +101.3% | -27.6% | +128.9% | +97.4% |
| 1Y | +20.8% | -35.2% | +56.0% | +20.5% |
| 3Y | -71.3% | +137.1% | -208.5% | -83.9% |
| All | -99.3% | +748.9% | -848.2% | -99.8% |
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