-5.2%
DASH vs AWK
+12.7%
-17.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.3% |
| 7D | +0.4% | +4.1% | -3.7% | -0.8% |
| 30D | -6.0% | +18.0% | -24.0% | -10.6% |
| 3M | -15.8% | +12.2% | -28.0% | -18.6% |
| 6M | +7.0% | +21.2% | -14.3% | +0.8% |
| YTD | -20.7% | +17.6% | -38.2% | -25.1% |
| 1Y | -8.5% | +19.2% | -27.8% | -14.2% |
| 3Y | +101.8% | +26.7% | +75.1% | +72.4% |
| 5Y | -9.6% | -1.3% | -8.2% | -13.9% |
| All | -5.2% | +12.7% | -17.9% | -17.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling