-27.5%
DASH vs AKAM
-21.0%
-6.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.8% |
| 7D | -10.2% | +0.9% | -11.1% | -10.4% |
| 30D | -8.2% | -14.7% | +6.5% | -5.1% |
| 3M | -15.9% | -25.7% | +9.8% | -10.6% |
| 6M | +13.3% | -43.4% | +56.7% | +28.1% |
| YTD | -21.3% | -0.7% | -20.6% | -31.5% |
| 1Y | -11.1% | -4.3% | -6.8% | -21.4% |
| 3Y | +103.8% | -21.7% | +125.5% | +89.4% |
| All | -27.5% | -21.0% | -6.5% | -31.3% |
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