+68.8%
ADM vs OUST
-64.1%
+133.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +14.0% | -14.7% | -1.0% |
| 7D | -9.0% | +17.0% | -26.0% | -9.4% |
| 30D | -14.0% | -16.5% | +2.5% | -13.7% |
| 3M | -9.2% | -23.7% | +14.5% | -8.8% |
| 6M | -9.2% | +18.4% | -27.5% | -10.4% |
| YTD | +24.2% | +60.8% | -36.6% | +21.2% |
| 1Y | +27.0% | +44.2% | -17.2% | +24.1% |
| 3Y | +6.6% | +668.1% | -661.5% | -3.0% |
| 5Y | +25.0% | -48.8% | +73.8% | +19.7% |
| All | +68.8% | -64.1% | +133.0% | +66.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling