+16.8%
AWK vs OUST
+46.4%
-29.6%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.8% | -1.6% |
| 7D | -3.2% | +19.9% | -23.1% | -2.0% |
| 30D | +13.5% | +3.6% | +9.9% | +14.2% |
| 3M | +9.4% | -20.6% | +30.0% | +8.8% |
| 6M | +16.4% | +35.1% | -18.7% | +20.7% |
| YTD | +15.4% | +69.1% | -53.7% | +24.7% |
| 1Y | +16.8% | +49.9% | -33.1% | +24.9% |
| All | +16.8% | +46.4% | -29.6% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 1y: compounded portfolio wealth divided by compounded OUST 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…
1y analysis · Full analysis span regression · 6 months rolling