+93.7%
AMC vs MOD
-65.4%
+159.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -7.3% | -5.2% | -12.4% |
| 7D | 0.0% | -34.2% | +34.2% | +0.1% |
| 30D | +4.4% | -51.9% | +56.3% | +4.9% |
| 3M | +15.4% | -53.0% | +68.4% | +15.7% |
| 6M | +93.7% | -66.4% | +160.1% | +105.7% |
| All | +93.7% | -65.4% | +159.1% | +105.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling