+40.9%
MOD vs AHR
+395.3%
-354.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.3% | +2.4% | +4.8% |
| 7D | -25.5% | +8.2% | -33.7% | -27.2% |
| 30D | -49.0% | +17.3% | -66.3% | -51.6% |
| 3M | -49.8% | +6.4% | -56.2% | -50.9% |
| 6M | -64.8% | +16.9% | -81.7% | -67.1% |
| YTD | -27.6% | +24.9% | -52.6% | -34.8% |
| 1Y | -35.2% | +23.3% | -58.5% | -41.4% |
| All | +40.9% | +395.3% | -354.5% | -22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling