+966.8%
MOD vs AME
+465.0%
+501.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.2% | +5.7% | +5.1% |
| 7D | -13.9% | -1.5% | -12.4% | -11.1% |
| 30D | -41.5% | -4.2% | -37.4% | -37.5% |
| 3M | -45.7% | -5.9% | -39.8% | -40.8% |
| 6M | -61.1% | +2.8% | -63.9% | -60.9% |
| YTD | -20.5% | +16.6% | -37.1% | -29.0% |
| 1Y | -32.1% | +22.1% | -54.2% | -42.0% |
| 3Y | +146.5% | +64.7% | +81.8% | +59.5% |
| 5Y | +812.7% | +76.6% | +736.1% | +466.4% |
| 10Y | +966.8% | +443.9% | +523.0% | +182.5% |
| All | +966.8% | +465.0% | +501.8% | +182.5% |
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