+11.9%
AG vs OUST
+40.1%
-28.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -8.5% | +6.1% | -0.4% |
| 7D | -10.0% | -3.8% | -6.2% | -9.2% |
| 30D | -10.5% | +5.1% | -15.5% | -12.0% |
| 3M | -27.3% | -25.8% | -1.4% | -23.5% |
| 6M | -43.0% | -2.0% | -41.0% | -46.4% |
| YTD | -17.9% | +54.7% | -72.6% | -36.1% |
| 1Y | +11.9% | +48.8% | -36.9% | -12.7% |
| All | +11.9% | +40.1% | -28.2% | -12.7% |
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