+848.7%
APA vs MOD
+3,565.2%
-2,716.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.3% | -7.5% | -4.1% |
| 7D | +0.5% | +9.6% | -9.0% | -1.6% |
| 30D | +23.4% | 0.0% | +23.4% | +22.9% |
| 3M | +12.7% | -35.4% | +48.1% | +21.7% |
| 6M | +39.4% | -7.3% | +46.7% | +35.3% |
| YTD | +79.0% | +45.8% | +33.2% | +54.6% |
| 1Y | +88.8% | +43.1% | +45.7% | +61.1% |
| 3Y | +6.4% | +297.7% | -291.3% | -34.3% |
| 5Y | +153.0% | +1,478.8% | -1,325.8% | +7.0% |
| 10Y | +7.5% | +1,633.4% | -1,625.8% | -58.9% |
| All | +848.7% | +3,565.2% | -2,716.5% | +111.8% |
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