-21.6%
DASH vs AWK
-3.5%
-18.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -10.2% | 0.0% | -10.3% | -10.3% |
| 30D | -8.2% | +15.5% | -23.7% | -12.1% |
| 3M | -15.9% | +10.0% | -25.9% | -18.3% |
| 6M | +13.3% | +20.4% | -7.1% | +7.0% |
| YTD | -21.3% | +17.1% | -38.4% | -25.6% |
| 1Y | -11.1% | +18.3% | -29.4% | -16.5% |
| 3Y | +103.8% | +30.4% | +73.4% | +67.1% |
| 5Y | -21.6% | -2.7% | -19.0% | -28.1% |
| All | -21.6% | -3.5% | -18.1% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling