-9.5%
DASH vs AWK
+12.9%
-22.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.0% |
| 7D | -4.5% | +0.1% | -4.7% | -4.6% |
| 30D | -6.8% | +14.3% | -21.1% | -10.4% |
| 3M | -20.7% | +10.3% | -31.0% | -23.0% |
| 6M | +15.1% | +18.9% | -3.9% | +9.1% |
| YTD | -24.3% | +17.7% | -42.0% | -28.5% |
| 1Y | -12.1% | +16.9% | -29.0% | -17.0% |
| 3Y | +91.1% | +32.2% | +58.9% | +58.7% |
| 5Y | -30.3% | -2.2% | -28.1% | -33.4% |
| All | -9.5% | +12.9% | -22.4% | -21.5% |
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 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