+2.1%
AWK vs OUST
-62.4%
+64.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.1% |
| 7D | +1.7% | +5.2% | -3.5% | +1.7% |
| 30D | +5.6% | -19.3% | +24.8% | +5.7% |
| 3M | +15.9% | -22.6% | +38.5% | +15.8% |
| 6M | +4.6% | +62.8% | -58.2% | +3.3% |
| YTD | +10.1% | +68.3% | -58.3% | +8.6% |
| 1Y | +2.1% | +28.5% | -26.4% | +0.9% |
| 3Y | +9.8% | +554.0% | -544.2% | +0.2% |
| 5Y | -15.4% | -56.2% | +40.9% | -22.1% |
| All | +2.1% | -62.4% | +64.5% | -8.0% |
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