-31.3%
AMT vs MOD
+1,486.5%
-1,517.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.3% | -5.4% | -1.1% |
| 7D | -0.2% | +9.6% | -9.8% | -0.2% |
| 30D | +4.6% | 0.0% | +4.6% | +4.6% |
| 3M | -8.4% | -35.4% | +26.9% | -8.2% |
| 6M | -6.0% | -7.3% | +1.2% | -6.4% |
| YTD | +2.1% | +45.8% | -43.7% | +0.8% |
| 1Y | -6.4% | +43.1% | -49.5% | -7.7% |
| 3Y | +8.1% | +297.7% | -289.6% | -4.4% |
| All | -31.3% | +1,486.5% | -1,517.8% | -48.7% |
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