+3,565.2%
MOD vs AME
+18,709.1%
-15,143.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +3.3% |
| 7D | +9.6% | +0.6% | +9.0% | +9.1% |
| 30D | 0.0% | -6.7% | +6.7% | +4.9% |
| 3M | -35.4% | +4.1% | -39.4% | -36.4% |
| 6M | -7.3% | +1.6% | -8.9% | -6.3% |
| YTD | +45.8% | +16.1% | +29.7% | +35.7% |
| 1Y | +43.1% | +27.3% | +15.8% | +25.5% |
| 3Y | +297.7% | +50.9% | +246.8% | +225.6% |
| 5Y | +1,478.8% | +81.4% | +1,397.4% | +1,077.6% |
| 10Y | +1,633.4% | +417.0% | +1,216.4% | +626.0% |
| All | +3,565.2% | +18,709.1% | -15,143.8% | +484.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling