-17.9%
AMT vs MOD
+720.4%
-738.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.3% | +6.8% | -0.5% |
| 7D | +4.4% | -34.2% | +38.5% | +4.1% |
| 30D | +17.7% | -51.9% | +69.6% | +17.5% |
| 3M | +16.7% | -53.0% | +69.7% | +16.4% |
| 6M | +11.1% | -66.4% | +77.5% | +11.0% |
| YTD | +13.9% | -31.5% | +45.4% | +12.0% |
| 1Y | +12.5% | -39.6% | +52.1% | +10.8% |
| 3Y | +13.2% | +116.8% | -103.7% | -2.2% |
| 5Y | -17.9% | +713.8% | -731.7% | -38.8% |
| All | -17.9% | +720.4% | -738.2% | -38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling