+16.9%
AWK vs OSCR
-9.0%
+25.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | -2.1% | +1.6% | -3.8% | -2.2% |
| 30D | +2.1% | +10.7% | -8.6% | +1.7% |
| 3M | +11.4% | +13.4% | -2.0% | +10.7% |
| 6M | +3.9% | +144.6% | -140.6% | +0.3% |
| YTD | +7.7% | +128.0% | -120.3% | +4.0% |
| 1Y | +1.3% | +68.7% | -67.4% | -1.3% |
| 3Y | +7.2% | +398.8% | -391.6% | -3.1% |
| 5Y | -17.0% | +87.3% | -104.3% | -26.1% |
| All | +16.9% | -9.0% | +25.9% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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