-42.7%
ACHR vs OUST
-63.6%
+20.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.5% | -1.4% |
| 7D | -0.7% | +5.2% | -5.9% | -2.2% |
| 30D | +9.8% | -19.3% | +29.1% | +16.1% |
| 3M | -10.5% | -22.6% | +12.1% | -8.7% |
| 6M | -15.5% | +62.8% | -78.3% | -34.4% |
| YTD | -24.1% | +68.3% | -92.4% | -42.0% |
| 1Y | -32.4% | +28.5% | -61.0% | -44.8% |
| 3Y | -11.6% | +554.0% | -565.6% | -60.1% |
| 5Y | -42.9% | -56.2% | +13.3% | -60.9% |
| All | -42.7% | -63.6% | +20.9% | -59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling