-5.1%
DASH vs AWK
+14.3%
-19.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +1.9% | -11.3% | -10.0% |
| 7D | +0.5% | +7.2% | -6.7% | -1.6% |
| 30D | -7.1% | +19.0% | -26.1% | -11.8% |
| 3M | -13.2% | +14.4% | -27.6% | -16.6% |
| 6M | +8.3% | +22.6% | -14.3% | +1.8% |
| YTD | -20.6% | +19.2% | -39.8% | -25.3% |
| 1Y | -24.4% | +19.6% | -44.0% | -29.0% |
| 3Y | +94.5% | +26.1% | +68.4% | +67.7% |
| 5Y | -9.4% | +0.1% | -9.5% | -14.1% |
| All | -5.1% | +14.3% | -19.4% | -18.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling