-99.4%
AMOD vs VT
+67.1%
-166.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.3% | -1.4% |
| 7D | -13.2% | +0.4% | -13.6% | -13.5% |
| 30D | -50.6% | +1.0% | -51.5% | -50.9% |
| 3M | -75.7% | +2.4% | -78.1% | -76.0% |
| 6M | -90.3% | +12.0% | -102.3% | -90.9% |
| YTD | -88.2% | +15.3% | -103.5% | -89.1% |
| 1Y | -94.4% | +22.6% | -117.0% | -95.0% |
| 3Y | -99.5% | +74.7% | -174.2% | -99.6% |
| All | -99.4% | +67.1% | -166.5% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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