+95.5%
APA vs MOD
-33.2%
+128.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.5% | +0.1% | +3.7% |
| 7D | +5.1% | +8.2% | -3.2% | +5.4% |
| 30D | +0.3% | -38.2% | +38.5% | -3.1% |
| 3M | +15.6% | -46.2% | +61.9% | +10.7% |
| 6M | +28.9% | -62.5% | +91.4% | +21.6% |
| YTD | +96.6% | -20.1% | +116.7% | +89.2% |
| 1Y | +95.5% | -29.7% | +125.2% | +88.4% |
| All | +95.5% | -33.2% | +128.7% | +88.4% |
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