+23.9%
APA vs MOD
+116.8%
-92.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.3% | +5.0% | -1.5% |
| 7D | -15.6% | -34.2% | +18.6% | -11.9% |
| 30D | -0.9% | -51.9% | +51.0% | +6.6% |
| 3M | +26.1% | -53.0% | +79.1% | +35.4% |
| 6M | +6.1% | -66.4% | +72.4% | +17.2% |
| YTD | +82.8% | -31.5% | +114.4% | +74.4% |
| 1Y | +106.5% | -39.6% | +146.0% | +99.8% |
| All | +23.9% | +116.8% | -92.9% | -18.7% |
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 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