-20.8%
ACHR vs OUST
-49.4%
+28.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.8% |
| 7D | +14.0% | +31.9% | -17.8% | +3.6% |
| 30D | -5.0% | -4.2% | -0.8% | -4.2% |
| 3M | -24.8% | -9.3% | -15.5% | -23.9% |
| 6M | -27.3% | +51.7% | -79.0% | -43.7% |
| YTD | -37.4% | +76.6% | -114.0% | -55.3% |
| 1Y | -44.3% | +48.9% | -93.2% | -57.7% |
| 3Y | -5.2% | +675.3% | -680.5% | -65.2% |
| 5Y | -20.8% | -44.0% | +23.2% | -30.4% |
| All | -20.8% | -49.4% | +28.6% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling