+112.7%
AMT vs MOD
+911.6%
-798.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.7% | -8.4% | -2.8% |
| 7D | +0.5% | -25.5% | +26.1% | +1.2% |
| 30D | +13.6% | -49.0% | +62.6% | +15.7% |
| 3M | +11.5% | -49.8% | +61.3% | +13.4% |
| 6M | +6.9% | -64.8% | +71.7% | +9.7% |
| YTD | +10.8% | -27.6% | +38.5% | +9.8% |
| 1Y | +10.3% | -35.2% | +45.5% | +9.6% |
| 3Y | +12.4% | +137.1% | -124.7% | -0.7% |
| 5Y | -20.1% | +760.3% | -780.4% | -37.0% |
| All | +112.7% | +911.6% | -798.9% | +51.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling