+269.2%
ACGL vs OUST
-65.4%
+334.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +15.7% | -13.1% | +2.7% |
| 7D | +8.0% | -0.2% | +8.2% | +8.0% |
| 30D | +17.3% | -24.0% | +41.3% | +17.3% |
| 3M | +11.2% | -29.9% | +41.1% | +11.2% |
| 6M | +18.2% | +19.1% | -1.0% | +17.6% |
| YTD | +15.4% | +55.0% | -39.6% | +14.5% |
| 1Y | +26.5% | +21.2% | +5.4% | +25.8% |
| 3Y | +36.1% | +626.0% | -589.9% | +30.5% |
| 5Y | +175.9% | -51.6% | +227.6% | +178.5% |
| All | +269.2% | -65.4% | +334.6% | +268.8% |
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