-99.8%
AMOD vs VT
+56.8%
-156.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -4.1% | -8.8% | -10.0% |
| 7D | -8.6% | -4.2% | -4.4% | -5.6% |
| 30D | -62.7% | -5.8% | -56.9% | -60.9% |
| 3M | -78.8% | -5.2% | -73.5% | -77.8% |
| 6M | -89.9% | +0.1% | -90.0% | -89.8% |
| YTD | -94.9% | +8.2% | -103.2% | -95.1% |
| 1Y | -97.8% | +10.1% | -107.9% | -97.9% |
| 3Y | -99.8% | +69.7% | -169.4% | -99.8% |
| 5Y | -99.8% | +53.4% | -153.1% | -99.8% |
| All | -99.8% | +56.8% | -156.5% | -99.8% |
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