+142.4%
AMT vs MOD
+1,079.7%
-937.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +27.9% | -26.9% | +0.2% |
| 7D | +1.5% | +40.4% | -38.9% | +0.5% |
| 30D | +6.8% | -14.0% | +20.8% | +7.1% |
| 3M | +11.2% | -33.3% | +44.5% | +12.3% |
| 6M | +12.5% | -51.4% | +63.9% | +14.4% |
| YTD | +12.5% | +1.6% | +10.9% | +10.3% |
| 1Y | +10.1% | +5.4% | +4.7% | +7.6% |
| 3Y | +16.0% | +191.0% | -175.0% | +2.2% |
| 5Y | -17.2% | +1,093.1% | -1,110.3% | -35.8% |
| All | +142.4% | +1,079.7% | -937.2% | +68.4% |
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