+47.7%
AMGN vs MOD
-33.9%
+81.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.9% | -8.8% | +1.1% |
| 7D | 0.0% | -13.9% | +13.9% | -0.3% |
| 30D | +12.1% | -41.5% | +53.7% | +12.0% |
| 3M | +13.9% | -45.7% | +59.6% | +13.7% |
| 6M | +42.1% | -61.1% | +103.3% | +42.3% |
| YTD | +45.0% | -20.5% | +65.5% | +45.3% |
| All | +47.7% | -33.9% | +81.6% | +47.8% |
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