+65.7%
AMGN vs MOD
-33.0%
+98.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -21.4% | +25.2% | +3.6% |
| 7D | +5.9% | -31.3% | +37.2% | +5.8% |
| 30D | +18.7% | -46.1% | +64.9% | +19.0% |
| 3M | +23.4% | -51.1% | +74.5% | +23.7% |
| 6M | +49.7% | -62.1% | +111.8% | +50.4% |
| YTD | +49.2% | -26.2% | +75.4% | +47.9% |
| 1Y | +65.7% | -32.6% | +98.3% | +64.9% |
| All | +65.7% | -33.0% | +98.7% | +64.9% |
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 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