+20.7%
AKAM vs MOD
+1,005.7%
-985.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +9.9% | -13.2% | -4.5% |
| 7D | -7.4% | -13.9% | +6.6% | -6.2% |
| 30D | -24.9% | -41.5% | +16.6% | -20.7% |
| 3M | -27.4% | -45.7% | +18.4% | -22.8% |
| 6M | -45.6% | -61.1% | +15.5% | -40.5% |
| YTD | -8.0% | -20.5% | +12.5% | -6.6% |
| 1Y | -4.1% | -32.1% | +28.0% | -1.6% |
| 3Y | -26.9% | +146.5% | -173.3% | -35.2% |
| 5Y | -26.6% | +812.7% | -839.3% | -42.3% |
| 10Y | +20.7% | +966.8% | -946.2% | +1.1% |
| All | +20.7% | +1,005.7% | -985.0% | +1.1% |
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