+331.1%
AMD vs MOD
+300.6%
+30.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.3% | +0.4% | +2.9% |
| 7D | +2.6% | +9.6% | -7.0% | -1.2% |
| 30D | -0.9% | 0.0% | -1.0% | -1.1% |
| 3M | -8.7% | -35.4% | +26.7% | +8.4% |
| 6M | +136.3% | -7.3% | +143.6% | +143.8% |
| YTD | +123.0% | +45.8% | +77.2% | +93.1% |
| 1Y | +195.2% | +43.1% | +152.0% | +154.3% |
| All | +331.1% | +300.6% | +30.5% | +118.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling