-14.9%
DASH vs AWK
+1.8%
-16.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.6% |
| 7D | -10.6% | +1.7% | -12.3% | -10.4% |
| 30D | +2.2% | +5.6% | -3.4% | +2.9% |
| 3M | +32.3% | +15.9% | +16.4% | +37.0% |
| 6M | +19.1% | +4.6% | +14.5% | +20.4% |
| YTD | -6.5% | +10.1% | -16.6% | -3.7% |
| 1Y | -14.9% | +2.1% | -17.0% | -14.5% |
| All | -14.9% | +1.8% | -16.7% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 1y: compounded portfolio wealth divided by compounded AWK 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…
1y analysis · Full analysis span regression · 6 months rolling