-3.3%
AWK vs OUST
-53.0%
+49.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -8.5% | +9.9% | +1.4% |
| 7D | +0.1% | -3.8% | +3.9% | +0.2% |
| 30D | +14.3% | +5.1% | +9.2% | +14.2% |
| 3M | +10.3% | -25.8% | +36.1% | +10.5% |
| 6M | +18.9% | -2.0% | +21.0% | +18.2% |
| YTD | +17.7% | +54.7% | -37.0% | +15.7% |
| 1Y | +16.9% | +48.8% | -31.9% | +14.8% |
| 3Y | +32.2% | +607.8% | -575.6% | +16.4% |
| All | -3.3% | -53.0% | +49.8% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling