-17.2%
DASH vs AWK
+20.7%
-37.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.2% | +6.1% | +8.3% |
| 7D | +17.2% | +7.0% | +10.1% | +17.3% |
| 30D | +3.6% | +17.0% | -13.5% | +4.4% |
| 3M | -1.9% | +12.4% | -14.3% | -1.4% |
| 6M | +15.1% | +19.6% | -4.5% | +18.4% |
| YTD | -12.3% | +17.0% | -29.4% | -9.1% |
| 1Y | -17.2% | +20.0% | -37.2% | -16.4% |
| All | -17.2% | +20.7% | -37.9% | -16.4% |
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