+713.8%
MOD vs AME
+62.5%
+651.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -5.9% | -1.3% | +1.4% |
| 7D | -34.2% | -11.4% | -22.7% | -20.4% |
| 30D | -51.9% | -12.1% | -39.8% | -41.0% |
| 3M | -53.0% | -12.3% | -40.7% | -42.3% |
| 6M | -66.4% | -4.6% | -61.7% | -62.7% |
| YTD | -31.5% | +9.1% | -40.7% | -35.8% |
| 1Y | -39.6% | +13.3% | -52.8% | -45.7% |
| 3Y | +116.8% | +58.2% | +58.6% | +27.7% |
| 5Y | +713.8% | +63.4% | +650.4% | +344.7% |
| All | +713.8% | +62.5% | +651.3% | +344.7% |
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