+869.4%
APA vs MOD
+1,544.7%
-675.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.3% | +5.0% | -0.7% |
| 7D | -15.6% | -34.2% | +18.6% | -7.9% |
| 30D | -0.9% | -51.9% | +51.0% | +15.3% |
| 3M | +26.1% | -53.0% | +79.1% | +46.1% |
| 6M | +6.1% | -66.4% | +72.4% | +29.1% |
| YTD | +82.8% | -31.5% | +114.4% | +83.7% |
| 1Y | +106.5% | -39.6% | +146.0% | +110.8% |
| 3Y | +21.9% | +116.8% | -94.9% | -14.7% |
| 5Y | +69.7% | +713.8% | -644.1% | -18.3% |
| 10Y | 0.0% | +882.7% | -882.7% | -57.1% |
| All | +869.4% | +1,544.7% | -675.3% | +153.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling