+7.4%
ADM vs OUST
+537.2%
-529.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.0% | +8.5% | -0.4% |
| 7D | -7.5% | -5.0% | -2.5% | -7.5% |
| 30D | -14.3% | -32.0% | +17.8% | -13.8% |
| 3M | -8.6% | -32.4% | +23.8% | -8.1% |
| 6M | -9.9% | +6.7% | -16.6% | -10.9% |
| YTD | +25.1% | +41.0% | -15.9% | +22.5% |
| 1Y | +28.8% | +18.0% | +10.9% | +26.5% |
| All | +7.4% | +537.2% | -529.8% | -5.1% |
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 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