-61.2%
ACHR vs OUST
-69.5%
+8.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -9.0% | +2.9% | -3.3% |
| 7D | -11.6% | -5.0% | -6.6% | -10.7% |
| 30D | -16.8% | -32.0% | +15.3% | -7.3% |
| 3M | -25.6% | -32.4% | +6.8% | -18.1% |
| 6M | -33.7% | +6.7% | -40.4% | -41.4% |
| YTD | -48.5% | +41.0% | -89.6% | -59.0% |
| 1Y | -59.6% | +18.0% | -77.5% | -66.0% |
| 3Y | -29.3% | +560.6% | -589.9% | -68.2% |
| 5Y | -38.5% | -55.1% | +16.6% | -56.6% |
| All | -61.2% | -69.5% | +8.3% | -71.7% |
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 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