+61.0%
AA vs OUST
+33.5%
+27.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.4% |
| 7D | -0.7% | +5.2% | -5.9% | -1.5% |
| 30D | +5.0% | -19.3% | +24.2% | +8.1% |
| 3M | -35.8% | -22.6% | -13.2% | -35.4% |
| 6M | -18.4% | +62.8% | -81.2% | -31.8% |
| YTD | -5.5% | +68.3% | -73.8% | -22.6% |
| 1Y | +61.0% | +28.5% | +32.4% | +36.5% |
| All | +61.0% | +33.5% | +27.5% | +36.5% |
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 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