-52.8%
ACHR vs OUST
-61.8%
+9.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.8% |
| 7D | +14.0% | +31.9% | -17.8% | +4.6% |
| 30D | -5.0% | -4.2% | -0.8% | -4.3% |
| 3M | -24.8% | -9.3% | -15.5% | -23.9% |
| 6M | -27.3% | +51.7% | -79.0% | -41.9% |
| YTD | -37.4% | +76.6% | -114.0% | -53.3% |
| 1Y | -44.3% | +48.9% | -93.2% | -56.2% |
| 3Y | -5.2% | +675.3% | -680.5% | -59.2% |
| 5Y | -20.8% | -44.0% | +23.2% | -47.7% |
| All | -52.8% | -61.8% | +9.1% | -67.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling