-23.5%
AKAM vs MOD
+748.9%
-772.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +5.7% | +1.0% | +5.9% |
| 7D | -10.4% | -25.5% | +15.2% | -6.6% |
| 30D | -20.6% | -49.0% | +28.4% | -12.4% |
| 3M | -29.9% | -49.8% | +19.9% | -22.7% |
| 6M | -31.9% | -64.8% | +32.9% | -21.5% |
| YTD | -4.8% | -27.6% | +22.9% | -1.4% |
| 1Y | +13.8% | -35.2% | +49.0% | +18.9% |
| 3Y | -23.4% | +137.1% | -160.5% | -37.2% |
| All | -23.5% | +748.9% | -772.4% | -50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling