+137.1%
MOD vs AME
+62.2%
+74.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.5% | +3.2% | +1.8% |
| 7D | -25.5% | -5.2% | -20.4% | -18.0% |
| 30D | -49.0% | -8.0% | -41.0% | -41.0% |
| 3M | -49.8% | -8.9% | -40.9% | -41.3% |
| 6M | -64.8% | -5.0% | -59.8% | -60.6% |
| YTD | -27.6% | +11.9% | -39.5% | -34.7% |
| 1Y | -35.2% | +16.6% | -51.8% | -44.3% |
| 3Y | +137.1% | +62.5% | +74.7% | +35.0% |
| All | +137.1% | +62.2% | +74.9% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling