+0.3%
APA vs MOD
+911.6%
-911.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.7% | -3.1% | +1.1% |
| 7D | -15.5% | -25.5% | +10.0% | -9.1% |
| 30D | +2.4% | -49.0% | +51.4% | +21.0% |
| 3M | +22.8% | -49.8% | +72.6% | +44.0% |
| 6M | +17.9% | -64.8% | +82.7% | +47.8% |
| YTD | +87.7% | -27.6% | +115.3% | +81.7% |
| 1Y | +94.2% | -35.2% | +129.4% | +91.1% |
| 3Y | +27.2% | +137.1% | -109.9% | -29.7% |
| 5Y | +74.1% | +760.3% | -686.1% | -47.2% |
| All | +0.3% | +911.6% | -911.3% | -73.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling