+91.1%
DASH vs AKAM
-22.7%
+113.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.5% |
| 7D | -4.5% | +2.8% | -7.3% | -4.8% |
| 30D | -6.8% | -6.9% | +0.1% | -6.4% |
| 3M | -20.7% | -31.8% | +11.1% | -18.5% |
| 6M | +15.1% | -47.0% | +62.1% | +20.7% |
| YTD | -24.3% | -2.1% | -22.2% | -28.9% |
| 1Y | -12.1% | -3.7% | -8.5% | -17.2% |
| 3Y | +91.1% | -23.0% | +114.1% | +69.7% |
| All | +91.1% | -22.7% | +113.8% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 3y: compounded portfolio wealth divided by compounded AKAM 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…
3y analysis · Full analysis span regression · 6 months rolling