+10.6%
AWK vs OUST
-68.5%
+79.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -9.0% | +10.9% | +1.9% |
| 7D | +7.2% | -5.0% | +12.2% | +7.2% |
| 30D | +19.0% | -32.0% | +51.1% | +19.3% |
| 3M | +14.4% | -32.4% | +46.7% | +14.6% |
| 6M | +22.6% | +6.7% | +15.9% | +21.7% |
| YTD | +19.2% | +41.0% | -21.8% | +17.7% |
| 1Y | +19.6% | +18.0% | +1.6% | +18.3% |
| 3Y | +26.1% | +560.6% | -534.5% | +14.7% |
| 5Y | +0.1% | -55.1% | +55.2% | -7.7% |
| All | +10.6% | -68.5% | +79.1% | -0.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling