-55.5%
ACHR vs OUST
-65.2%
+9.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +14.0% | +0.7% | +10.5% |
| 7D | +5.7% | +17.0% | -11.3% | +0.5% |
| 30D | -4.9% | -16.5% | +11.6% | -0.2% |
| 3M | -15.1% | -23.7% | +8.6% | -9.7% |
| 6M | -30.7% | +18.4% | -49.1% | -40.5% |
| YTD | -41.0% | +60.8% | -101.7% | -54.8% |
| 1Y | -50.0% | +44.2% | -94.2% | -60.4% |
| 3Y | -17.0% | +668.1% | -685.1% | -64.3% |
| 5Y | -29.4% | -48.8% | +19.4% | -52.0% |
| All | -55.5% | -65.2% | +9.8% | -68.7% |
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