+104.2%
ADM vs OUST
-62.4%
+166.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.2% |
| 7D | +3.8% | +5.2% | -1.5% | +3.6% |
| 30D | +9.8% | -19.3% | +29.0% | +10.2% |
| 3M | +2.1% | -22.6% | +24.8% | +2.2% |
| 6M | +27.5% | +62.8% | -35.3% | +24.8% |
| YTD | +50.2% | +68.3% | -18.1% | +46.7% |
| 1Y | +40.6% | +28.5% | +12.0% | +37.7% |
| 3Y | +17.2% | +554.0% | -536.8% | +7.1% |
| 5Y | +61.9% | -56.2% | +118.1% | +56.4% |
| All | +104.2% | -62.4% | +166.6% | +101.1% |
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 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