-59.6%
ACHR vs OUST
-66.6%
+7.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -8.5% | +1.6% | -4.3% |
| 7D | -9.2% | -3.8% | -5.5% | -8.0% |
| 30D | -1.0% | +5.1% | -6.0% | -2.8% |
| 3M | -42.2% | -25.8% | -16.4% | -37.7% |
| 6M | -38.2% | -2.0% | -36.2% | -42.7% |
| YTD | -46.4% | +54.7% | -101.1% | -58.4% |
| 1Y | -49.4% | +48.8% | -98.2% | -60.1% |
| 3Y | -22.5% | +607.8% | -630.3% | -65.5% |
| 5Y | -29.8% | -52.7% | +22.9% | -51.5% |
| All | -59.6% | -66.6% | +7.0% | -71.2% |
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