-37.0%
ACHR vs OUST
-55.3%
+18.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -9.0% | +2.9% | -3.1% |
| 7D | -11.6% | -5.0% | -6.6% | -10.6% |
| 30D | -16.8% | -32.0% | +15.3% | -6.3% |
| 3M | -25.6% | -32.4% | +6.8% | -17.3% |
| 6M | -33.7% | +6.7% | -40.4% | -42.5% |
| YTD | -48.5% | +41.0% | -89.6% | -60.4% |
| 1Y | -59.6% | +18.0% | -77.5% | -66.9% |
| 3Y | -29.3% | +560.6% | -589.9% | -72.8% |
| All | -37.0% | -55.3% | +18.3% | -43.8% |
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