+252.0%
AMKR vs MOD
+822.6%
-570.6%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.0% | -2.4% |
| 7D | +21.7% | +16.1% | +5.6% | +15.3% |
| 30D | -22.0% | -38.5% | +16.5% | -6.6% |
| 3M | -33.1% | -46.8% | +13.7% | -15.9% |
| 6M | -49.3% | -61.6% | +12.3% | -27.2% |
| YTD | -5.5% | -20.5% | +15.0% | +5.3% |
| 1Y | +8.4% | -28.0% | +36.5% | +24.2% |
| 3Y | +62.7% | +134.9% | -72.3% | +21.3% |
| 5Y | +70.5% | +833.2% | -762.7% | -20.0% |
| All | +252.0% | +822.6% | -570.6% | +59.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling