-64.8%
MOD vs AMCR
+13.9%
-78.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.1% | +7.8% | +5.1% |
| 7D | -25.5% | -5.3% | -20.2% | -26.1% |
| 30D | -49.0% | +8.7% | -57.8% | -48.8% |
| 3M | -49.8% | -3.3% | -46.5% | -49.1% |
| 6M | -64.8% | +15.1% | -79.8% | -67.2% |
| All | -64.8% | +13.9% | -78.7% | -67.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling