+7.4%
DASH vs AWK
-15.4%
+22.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.6% |
| 7D | -10.6% | +1.7% | -12.3% | -11.0% |
| 30D | +2.2% | +5.6% | -3.4% | +0.6% |
| 3M | +32.3% | +15.9% | +16.4% | +26.8% |
| 6M | +19.1% | +4.6% | +14.5% | +17.2% |
| YTD | -6.5% | +10.1% | -16.6% | -9.9% |
| 1Y | -14.9% | +2.1% | -17.0% | -15.9% |
| 3Y | +151.9% | +9.8% | +142.1% | +129.7% |
| All | +7.4% | -15.4% | +22.8% | +1.1% |
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