+12.4%
AMT vs MOD
-33.0%
+45.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -21.4% | +25.5% | +2.7% |
| 7D | +6.0% | -31.3% | +37.4% | +3.9% |
| 30D | +20.1% | -46.1% | +66.2% | +16.6% |
| 3M | +12.4% | -51.1% | +63.5% | +8.7% |
| 6M | +9.9% | -62.1% | +72.0% | +5.3% |
| YTD | +14.4% | -26.2% | +40.6% | +5.9% |
| 1Y | +12.4% | -32.6% | +45.0% | +4.0% |
| All | +12.4% | -33.0% | +45.4% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling