-97.7%
AMC vs MOD
+620.7%
-718.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -7.3% | -5.2% | -11.0% |
| 7D | 0.0% | -34.2% | +34.2% | +8.2% |
| 30D | +4.4% | -51.9% | +56.3% | +20.5% |
| 3M | +15.4% | -53.0% | +68.4% | +32.8% |
| 6M | +93.7% | -66.4% | +160.1% | +135.5% |
| YTD | +97.4% | -31.5% | +129.0% | +99.3% |
| 1Y | +23.2% | -39.6% | +62.8% | +26.8% |
| 3Y | -71.3% | +116.8% | -188.1% | -80.5% |
| 5Y | -99.3% | +713.8% | -813.1% | -99.7% |
| 10Y | -98.7% | +882.7% | -981.4% | -99.6% |
| All | -97.7% | +620.7% | -718.5% | -99.2% |
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