+244.1%
AG vs OUST
+794.9%
-550.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +10.8% | -6.2% | +3.0% |
| 7D | +10.8% | +36.7% | -25.9% | +5.5% |
| 30D | -8.2% | -3.3% | -4.8% | -8.2% |
| 3M | -13.7% | -11.1% | -2.6% | -13.0% |
| 6M | -27.3% | +53.1% | -80.3% | -33.8% |
| YTD | -4.6% | +78.2% | -82.8% | -15.8% |
| 1Y | +39.4% | +50.0% | -10.7% | +25.0% |
| 3Y | +244.1% | +836.2% | -592.1% | +120.5% |
| All | +244.1% | +794.9% | -550.8% | +120.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling