+153.0%
DASH vs AKAM
+0.5%
+152.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.4% | -4.5% |
| 7D | -10.6% | -2.1% | -8.5% | -10.4% |
| 30D | +2.2% | -13.9% | +16.1% | +3.4% |
| 3M | +32.3% | -33.8% | +66.1% | +37.6% |
| 6M | +19.1% | +2.2% | +16.9% | +15.2% |
| YTD | -6.5% | +20.6% | -27.1% | -14.5% |
| 1Y | -14.9% | +36.3% | -51.2% | -25.4% |
| All | +153.0% | +0.5% | +152.5% | +91.5% |
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