-79.4%
AMIX vs MOD
-63.3%
-16.2%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -21.4% | +18.4% | +5.7% |
| 7D | -25.1% | -31.3% | +6.2% | -13.3% |
| 30D | -54.5% | -46.1% | -8.4% | -42.2% |
| 3M | -91.7% | -51.1% | -40.6% | -89.0% |
| 6M | -79.4% | -62.1% | -17.4% | -70.1% |
| All | -79.4% | -63.3% | -16.2% | -70.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling