+165.8%
AMKR vs MOD
+264.3%
-98.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +5.7% | +1.9% | +5.5% |
| 7D | -16.9% | -25.5% | +8.6% | -7.6% |
| 30D | -37.2% | -49.0% | +11.8% | -19.3% |
| 3M | -39.3% | -49.8% | +10.5% | -21.8% |
| 6M | -57.4% | -64.8% | +7.4% | -36.3% |
| YTD | -16.5% | -27.6% | +11.2% | -5.2% |
| 1Y | -6.0% | -35.2% | +29.2% | +10.2% |
| 3Y | +46.2% | +137.1% | -91.0% | 0.0% |
| 5Y | +49.3% | +760.3% | -711.0% | -39.5% |
| 10Y | +239.3% | +938.8% | -699.5% | -0.9% |
| All | +165.8% | +264.3% | -98.5% | -33.8% |
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 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