+10.2%
AMT vs MOD
-35.8%
+46.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +0.5% |
| 7D | +1.6% | -17.8% | +19.5% | +0.7% |
| 30D | +4.5% | -43.2% | +47.7% | +1.8% |
| 3M | +13.8% | -46.0% | +59.8% | +10.7% |
| 6M | +10.0% | -62.2% | +72.3% | +5.9% |
| YTD | +11.8% | -22.8% | +34.6% | +3.7% |
| 1Y | +10.2% | -35.5% | +45.7% | +2.9% |
| All | +10.2% | -35.8% | +46.1% | +2.9% |
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 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