+0.3%
AG vs OUST
-53.0%
+53.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -8.5% | +6.1% | -1.3% |
| 7D | -10.0% | -3.8% | -6.2% | -9.5% |
| 30D | -10.5% | +5.1% | -15.5% | -11.3% |
| 3M | -27.3% | -25.8% | -1.4% | -25.0% |
| 6M | -43.0% | -2.0% | -41.0% | -44.3% |
| YTD | -17.9% | +54.7% | -72.6% | -25.0% |
| 1Y | +11.9% | +48.8% | -36.9% | +2.6% |
| 3Y | +201.8% | +607.8% | -406.0% | +112.1% |
| All | +0.3% | -53.0% | +53.3% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling