+810.7%
MOD vs AME
+442.0%
+368.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -1.2% |
| 7D | +16.1% | +8.1% | +8.0% | +6.5% |
| 30D | -38.5% | -3.8% | -34.7% | -34.6% |
| 3M | -46.8% | -6.6% | -40.2% | -41.5% |
| 6M | -61.6% | +4.6% | -66.2% | -62.1% |
| YTD | -20.5% | +17.9% | -38.5% | -30.0% |
| 1Y | -28.0% | +23.2% | -51.3% | -39.1% |
| 3Y | +134.9% | +62.9% | +72.0% | +53.3% |
| 5Y | +833.2% | +77.5% | +755.6% | +474.5% |
| All | +810.7% | +442.0% | +368.7% | +134.5% |
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