+43.6%
AG vs OUST
-60.6%
+104.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.9% | -5.0% | -5.8% |
| 7D | +6.0% | +31.9% | -25.9% | +2.4% |
| 30D | -13.5% | -4.2% | -9.3% | -13.4% |
| 3M | -20.7% | -9.3% | -11.4% | -20.3% |
| 6M | -31.5% | +51.7% | -83.2% | -36.3% |
| YTD | -10.1% | +76.6% | -86.8% | -18.4% |
| 1Y | +26.0% | +48.9% | -22.9% | +16.1% |
| 3Y | +228.9% | +675.3% | -446.4% | +138.7% |
| 5Y | +8.7% | -44.0% | +52.7% | -9.8% |
| All | +43.6% | -60.6% | +104.2% | +28.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling