-32.6%
MOD vs AMCR
+32.3%
-64.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +3.3% | -24.7% | -21.8% |
| 7D | -31.3% | +6.2% | -37.6% | -32.2% |
| 30D | -46.1% | +16.0% | -62.1% | -48.1% |
| 3M | -51.1% | +4.4% | -55.5% | -51.4% |
| 6M | -62.1% | +35.5% | -97.6% | -66.7% |
| YTD | -26.2% | +21.5% | -47.7% | -32.9% |
| 1Y | -32.6% | +30.7% | -63.3% | -36.4% |
| All | -32.6% | +32.3% | -64.8% | -36.4% |
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