-17.0%
ACHR vs OUST
+626.4%
-643.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +14.0% | +0.7% | +10.0% |
| 7D | +5.7% | +17.0% | -11.3% | -0.1% |
| 30D | -4.9% | -16.5% | +11.6% | +0.3% |
| 3M | -15.1% | -23.7% | +8.6% | -9.3% |
| 6M | -30.7% | +18.4% | -49.1% | -42.3% |
| YTD | -41.0% | +60.8% | -101.7% | -57.1% |
| 1Y | -50.0% | +44.2% | -94.2% | -62.3% |
| 3Y | -17.0% | +668.1% | -685.1% | -65.3% |
| All | -17.0% | +626.4% | -643.4% | -65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling