+8.3%
DASH vs AWK
+22.3%
-14.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +1.9% | -11.3% | -10.0% |
| 7D | +0.5% | +7.2% | -6.7% | -1.7% |
| 30D | -7.1% | +19.0% | -26.1% | -11.3% |
| 3M | -13.2% | +14.4% | -27.6% | -16.3% |
| 6M | +8.3% | +22.6% | -14.3% | +6.6% |
| All | +8.3% | +22.3% | -14.0% | +6.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling