-27.5%
AKAM vs MOD
+995.9%
-1,023.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.3% | -5.5% | -2.2% |
| 7D | -2.1% | +9.6% | -11.7% | -4.3% |
| 30D | -13.9% | 0.0% | -14.0% | -14.1% |
| 3M | -33.8% | -35.4% | +1.6% | -27.3% |
| 6M | +2.2% | -7.3% | +9.4% | +2.0% |
| YTD | +20.6% | +45.8% | -25.2% | +6.0% |
| 1Y | +36.3% | +43.1% | -6.8% | +18.4% |
| 3Y | -0.1% | +297.7% | -297.8% | -39.1% |
| 5Y | -7.5% | +1,478.8% | -1,486.3% | -63.2% |
| 10Y | +90.2% | +1,633.4% | -1,543.2% | -43.8% |
| All | -27.5% | +995.9% | -1,023.5% | -82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling