+11,749.2%
AMD vs MOD
+1,673.7%
+10,075.5%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -21.4% | +22.4% | +7.6% |
| 7D | -15.5% | -31.3% | +15.8% | -6.0% |
| 30D | -22.6% | -46.1% | +23.5% | -7.2% |
| 3M | -5.7% | -51.1% | +45.4% | +16.0% |
| 6M | +43.1% | -62.1% | +105.2% | +90.7% |
| YTD | +128.2% | -26.2% | +154.4% | +145.7% |
| 1Y | +95.5% | -32.6% | +128.0% | +113.9% |
| 3Y | +335.4% | +133.8% | +201.6% | +210.4% |
| 5Y | +255.5% | +792.8% | -537.3% | +65.8% |
| 10Y | +7,350.9% | +959.8% | +6,391.1% | +2,556.6% |
| All | +11,749.2% | +1,673.7% | +10,075.5% | +2,567.9% |
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