+15.5%
AMT vs MOD
+116.8%
-101.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.3% | +6.8% | -0.9% |
| 7D | +4.4% | -34.2% | +38.5% | +2.1% |
| 30D | +17.7% | -51.9% | +69.6% | +13.5% |
| 3M | +16.7% | -53.0% | +69.7% | +12.5% |
| 6M | +11.1% | -66.4% | +77.5% | +5.9% |
| YTD | +13.9% | -31.5% | +45.4% | +11.8% |
| 1Y | +12.5% | -39.6% | +52.1% | +10.0% |
| All | +15.5% | +116.8% | -101.3% | +1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling