+95.5%
AMD vs MOD
-33.0%
+128.4%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -21.4% | +22.4% | +10.7% |
| 7D | -15.5% | -31.3% | +15.8% | -0.8% |
| 30D | -22.6% | -46.1% | +23.5% | +1.8% |
| 3M | -5.7% | -51.1% | +45.4% | +28.9% |
| 6M | +43.1% | -62.1% | +105.2% | +118.7% |
| YTD | +128.2% | -26.2% | +154.4% | +193.4% |
| 1Y | +95.5% | -32.6% | +128.0% | +154.5% |
| All | +95.5% | -33.0% | +128.4% | +154.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling