-99.5%
AMOD vs SPY
+79.2%
-178.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.5% | -4.5% | -4.8% |
| 7D | -25.6% | +0.5% | -26.2% | -25.8% |
| 30D | -54.6% | -0.9% | -53.7% | -54.5% |
| 3M | -69.0% | +3.9% | -72.9% | -69.5% |
| 6M | -89.7% | +14.5% | -104.2% | -90.2% |
| YTD | -88.8% | +12.9% | -101.7% | -89.3% |
| 1Y | -95.0% | +19.4% | -114.4% | -95.4% |
| 3Y | -99.5% | +78.5% | -178.0% | -99.6% |
| All | -99.5% | +79.2% | -178.7% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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