+753.4%
MOD vs AME
+66.2%
+687.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.5% | +3.2% | +2.0% |
| 7D | -25.5% | -5.2% | -20.4% | -18.4% |
| 30D | -49.0% | -8.0% | -41.0% | -41.4% |
| 3M | -49.8% | -8.9% | -40.9% | -41.7% |
| 6M | -64.8% | -5.0% | -59.8% | -60.7% |
| YTD | -27.6% | +11.9% | -39.5% | -34.5% |
| 1Y | -35.2% | +16.6% | -51.8% | -44.1% |
| 3Y | +137.1% | +62.5% | +74.7% | +34.3% |
| All | +753.4% | +66.2% | +687.2% | +343.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling