+195.2%
AMD vs MOD
+45.0%
+150.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.3% | +0.4% | +2.6% |
| 7D | +2.6% | +9.6% | -7.0% | -2.0% |
| 30D | -0.9% | 0.0% | -1.0% | -1.1% |
| 3M | -8.7% | -35.4% | +26.7% | +10.9% |
| 6M | +136.3% | -7.3% | +143.6% | +148.2% |
| YTD | +123.0% | +45.8% | +77.2% | +98.1% |
| 1Y | +195.2% | +43.1% | +152.0% | +166.2% |
| All | +195.2% | +45.0% | +150.2% | +166.2% |
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 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