+43.1%
MOD vs AMCR
+11.5%
+31.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +4.8% |
| 7D | +9.6% | -3.3% | +12.8% | +10.7% |
| 30D | 0.0% | -5.4% | +5.5% | +1.9% |
| 3M | -35.4% | +20.0% | -55.3% | -41.3% |
| 6M | -7.3% | 0.0% | -7.3% | -12.1% |
| YTD | +45.8% | +11.5% | +34.3% | +33.9% |
| 1Y | +43.1% | +11.4% | +31.8% | +32.7% |
| All | +43.1% | +11.5% | +31.6% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling