-97.4%
AMC vs MOD
+677.3%
-774.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -21.4% | +28.8% | +11.8% |
| 7D | +17.7% | -31.3% | +49.1% | +26.0% |
| 30D | +26.2% | -46.1% | +72.3% | +42.0% |
| 3M | +31.3% | -51.1% | +82.5% | +49.7% |
| 6M | +142.8% | -62.1% | +204.8% | +187.3% |
| YTD | +125.6% | -26.2% | +151.8% | +123.9% |
| 1Y | +40.2% | -32.6% | +72.8% | +40.7% |
| 3Y | -67.2% | +133.8% | -201.0% | -78.1% |
| 5Y | -99.1% | +792.8% | -891.9% | -99.6% |
| 10Y | -98.5% | +959.8% | -1,058.3% | -99.5% |
| All | -97.4% | +677.3% | -774.7% | -99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling