-33.5%
MOD vs AME
+21.9%
-55.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.2% | +5.7% | +1.9% |
| 7D | -13.9% | -1.5% | -12.4% | -9.6% |
| 30D | -41.5% | -4.2% | -37.4% | -35.2% |
| 3M | -45.7% | -5.9% | -39.8% | -37.8% |
| 6M | -61.1% | +2.8% | -63.9% | -62.1% |
| YTD | -20.5% | +16.6% | -37.1% | -42.8% |
| All | -33.5% | +21.9% | -55.4% | -56.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling