+196.6%
AMD vs MOD
+720.4%
-523.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -7.3% | -10.0% | -14.2% |
| 7D | -28.6% | -34.2% | +5.5% | -15.7% |
| 30D | -37.7% | -51.9% | +14.1% | -16.2% |
| 3M | -16.1% | -53.0% | +36.9% | +13.4% |
| 6M | +13.8% | -66.4% | +80.2% | +76.2% |
| YTD | +88.8% | -31.5% | +120.4% | +117.3% |
| 1Y | +57.8% | -39.6% | +97.3% | +87.8% |
| 3Y | +260.3% | +116.8% | +143.4% | +124.8% |
| 5Y | +196.6% | +713.8% | -517.2% | -14.5% |
| All | +196.6% | +720.4% | -523.8% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling