+24.9%
ADM vs OUST
-50.0%
+74.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.8% | -11.0% | -0.4% |
| 7D | -7.8% | +36.7% | -44.5% | -8.4% |
| 30D | -12.6% | -3.3% | -9.2% | -12.6% |
| 3M | -8.2% | -11.1% | +2.9% | -8.2% |
| 6M | -8.9% | +53.1% | -62.0% | -10.5% |
| YTD | +24.0% | +78.2% | -54.2% | +21.1% |
| 1Y | +26.2% | +50.0% | -23.9% | +23.5% |
| 3Y | +7.0% | +836.2% | -829.2% | -1.9% |
| 5Y | +24.9% | -50.0% | +74.8% | +15.1% |
| All | +24.9% | -50.0% | +74.8% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling