+10.3%
AMT vs MOD
-37.3%
+47.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.7% | -8.4% | -2.3% |
| 7D | +0.5% | -25.5% | +26.1% | -1.0% |
| 30D | +13.6% | -49.0% | +62.6% | +10.0% |
| 3M | +11.5% | -49.8% | +61.3% | +8.0% |
| 6M | +6.9% | -64.8% | +71.7% | +2.5% |
| YTD | +10.8% | -27.6% | +38.5% | +2.5% |
| 1Y | +10.3% | -35.2% | +45.5% | +2.0% |
| All | +10.3% | -37.3% | +47.6% | +2.0% |
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