+97.8%
MOD vs AHR
+394.2%
-296.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -1.5% | +29.3% | +28.2% |
| 7D | +40.4% | -0.2% | +40.6% | +40.4% |
| 30D | -14.0% | +10.2% | -24.2% | -16.7% |
| 3M | -33.3% | +8.3% | -41.7% | -35.2% |
| 6M | -51.4% | +13.0% | -64.4% | -53.9% |
| YTD | +1.6% | +24.6% | -23.0% | -8.5% |
| 1Y | +5.4% | +22.2% | -16.8% | -4.4% |
| All | +97.8% | +394.2% | -296.4% | +8.4% |
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