+114.1%
DASH vs AWK
+27.0%
+87.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.7% |
| 7D | -4.8% | +1.2% | -6.0% | -4.7% |
| 30D | -7.9% | +15.8% | -23.7% | -6.4% |
| 3M | -16.3% | +11.0% | -27.3% | -15.4% |
| 6M | +10.4% | +21.0% | -10.6% | +13.5% |
| YTD | -20.1% | +16.7% | -36.8% | -18.1% |
| 1Y | -11.4% | +17.2% | -28.6% | -9.2% |
| 3Y | +114.1% | +29.2% | +84.9% | +112.5% |
| All | +114.1% | +27.0% | +87.1% | +112.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling