+32.4%
AKAM vs MOD
+915.9%
-883.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.5% | +0.1% | +3.2% |
| 7D | +0.9% | +8.2% | -7.4% | -0.1% |
| 30D | -14.7% | -38.2% | +23.4% | -10.5% |
| 3M | -25.7% | -46.2% | +20.5% | -20.9% |
| 6M | -43.4% | -62.5% | +19.2% | -37.7% |
| YTD | -0.7% | -20.1% | +19.5% | +0.7% |
| 1Y | -4.3% | -29.7% | +25.3% | -2.2% |
| 3Y | -21.7% | +136.2% | -158.0% | -30.5% |
| 5Y | -20.7% | +820.4% | -841.1% | -38.0% |
| 10Y | +32.4% | +839.8% | -807.4% | +7.6% |
| All | +32.4% | +915.9% | -883.5% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling