-7.0%
DASH vs AKAM
-22.7%
+15.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.7% | -6.9% | -1.8% |
| 7D | +0.4% | -10.4% | +10.8% | +2.9% |
| 30D | -6.0% | -20.6% | +14.5% | -1.1% |
| 3M | -15.8% | -29.9% | +14.2% | -9.2% |
| 6M | +7.0% | -31.9% | +38.9% | +12.8% |
| YTD | -20.7% | -4.8% | -15.9% | -30.3% |
| 1Y | -8.5% | +13.8% | -22.4% | -27.3% |
| 3Y | +101.8% | -23.4% | +125.2% | +85.9% |
| All | -7.0% | -22.7% | +15.7% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling