+6.6%
ADM vs OUST
+626.4%
-619.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +14.0% | -14.7% | -0.9% |
| 7D | -9.0% | +17.0% | -26.0% | -9.3% |
| 30D | -14.0% | -16.5% | +2.5% | -13.8% |
| 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% | +21.3% |
| 1Y | +27.0% | +44.2% | -17.2% | +24.2% |
| 3Y | +6.6% | +668.1% | -661.5% | -6.0% |
| All | +6.6% | +626.4% | -619.8% | -6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling