-64.8%
MOD vs AMRZ
-23.2%
-41.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.5% | +5.9% |
| 7D | -25.5% | +1.2% | -26.7% | -25.9% |
| 30D | -49.0% | +15.1% | -64.1% | -51.5% |
| 3M | -49.8% | -18.1% | -31.8% | -46.1% |
| 6M | -64.8% | -23.5% | -41.3% | -60.8% |
| All | -64.8% | -23.2% | -41.6% | -60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 6mo: compounded portfolio wealth divided by compounded AMRZ 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…
6mo analysis · Full analysis span regression · 6 months rolling