+94.6%
AKAM vs MOD
+1,604.6%
-1,510.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.3% | -5.5% | -1.7% |
| 7D | -2.1% | +9.6% | -11.7% | -3.1% |
| 30D | -13.9% | 0.0% | -14.0% | -14.0% |
| 3M | -33.8% | -35.4% | +1.6% | -31.0% |
| 6M | +2.2% | -7.3% | +9.4% | +2.5% |
| YTD | +20.6% | +45.8% | -25.2% | +15.1% |
| 1Y | +36.3% | +43.1% | -6.8% | +29.5% |
| 3Y | -0.1% | +297.7% | -297.8% | -16.1% |
| 5Y | -7.5% | +1,478.8% | -1,486.3% | -31.8% |
| All | +94.6% | +1,604.6% | -1,510.0% | +44.9% |
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