+133.7%
AMT vs MOD
+920.5%
-786.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +0.8% |
| 7D | +1.6% | -17.8% | +19.5% | +2.1% |
| 30D | +4.5% | -43.2% | +47.7% | +6.1% |
| 3M | +13.8% | -46.0% | +59.8% | +15.6% |
| 6M | +10.0% | -62.2% | +72.3% | +12.8% |
| YTD | +11.8% | -22.8% | +34.6% | +10.5% |
| 1Y | +10.2% | -35.5% | +45.7% | +9.7% |
| 3Y | +15.1% | +128.2% | -113.1% | +2.1% |
| 5Y | -18.8% | +791.6% | -810.4% | -36.4% |
| 10Y | +133.7% | +886.3% | -752.6% | +61.9% |
| All | +133.7% | +920.5% | -786.8% | +61.9% |
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