+131.7%
AG vs OUST
+33.5%
+98.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.6% | -2.3% |
| 7D | +1.0% | +5.2% | -4.2% | 0.0% |
| 30D | +19.2% | -19.3% | +38.4% | +23.5% |
| 3M | +6.2% | -22.6% | +28.8% | +7.4% |
| 6M | -26.7% | +62.8% | -89.5% | -38.2% |
| YTD | +26.1% | +68.3% | -42.2% | +4.4% |
| 1Y | +131.7% | +28.5% | +103.1% | +90.6% |
| All | +131.7% | +33.5% | +98.2% | +90.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling