+50.3%
MOD vs AHR
+408.0%
-357.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -3.1% |
| 7D | -17.8% | +8.1% | -26.0% | -19.6% |
| 30D | -43.2% | +16.9% | -60.1% | -45.9% |
| 3M | -46.0% | +7.6% | -53.6% | -47.3% |
| 6M | -62.2% | +16.0% | -78.2% | -64.4% |
| YTD | -22.8% | +28.1% | -50.9% | -30.9% |
| 1Y | -35.5% | +22.8% | -58.3% | -41.2% |
| All | +50.3% | +408.0% | -357.7% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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