-42.8%
AKAM vs MOD
+430.2%
-472.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +5.7% | +1.0% | +5.4% |
| 7D | -10.4% | -25.5% | +15.2% | -4.4% |
| 30D | -20.6% | -49.0% | +28.4% | -7.4% |
| 3M | -29.9% | -49.8% | +19.9% | -18.3% |
| 6M | -31.9% | -64.8% | +32.9% | -14.7% |
| YTD | -4.8% | -27.6% | +22.9% | -2.0% |
| 1Y | +13.8% | -35.2% | +49.0% | +18.9% |
| 3Y | -23.4% | +137.1% | -160.5% | -47.5% |
| 5Y | -22.6% | +760.3% | -782.8% | -64.6% |
| 10Y | +26.3% | +938.8% | -912.6% | -58.8% |
| All | -42.8% | +430.2% | -472.9% | -83.8% |
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