+1,604.6%
MOD vs AME
+416.5%
+1,188.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +2.6% |
| 7D | +9.6% | +0.6% | +9.0% | +8.8% |
| 30D | 0.0% | -6.7% | +6.7% | +8.2% |
| 3M | -35.4% | +4.1% | -39.4% | -37.4% |
| 6M | -7.3% | +1.6% | -8.9% | -6.4% |
| YTD | +45.8% | +16.1% | +29.7% | +28.4% |
| 1Y | +43.1% | +27.3% | +15.8% | +14.0% |
| 3Y | +297.7% | +50.9% | +246.8% | +178.3% |
| 5Y | +1,478.8% | +81.4% | +1,397.4% | +836.7% |
| All | +1,604.6% | +416.5% | +1,188.0% | +332.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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