-21.3%
AKAM vs MOD
+1,086.9%
-1,108.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +27.9% | -29.2% | -5.4% |
| 7D | +2.8% | +40.4% | -37.6% | -3.0% |
| 30D | -6.9% | -14.0% | +7.1% | -5.8% |
| 3M | -31.8% | -33.3% | +1.5% | -28.4% |
| 6M | -47.0% | -51.4% | +4.4% | -42.2% |
| YTD | -2.1% | +1.6% | -3.7% | -4.4% |
| 1Y | -3.7% | +5.4% | -9.1% | -7.0% |
| 3Y | -23.0% | +191.0% | -214.0% | -39.4% |
| All | -21.3% | +1,086.9% | -1,108.2% | -52.0% |
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