+7.7%
AG vs OUST
-45.2%
+53.0%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -4.0% | +14.0% | -18.0% | -5.8% |
| 30D | -13.1% | +2.5% | -15.6% | -13.6% |
| 3M | -22.0% | -15.3% | -6.7% | -21.0% |
| 6M | -37.3% | +42.6% | -79.9% | -41.7% |
| YTD | -11.2% | +76.6% | -87.8% | -20.2% |
| 1Y | +23.9% | +54.1% | -30.1% | +12.7% |
| 3Y | +225.1% | +675.3% | -450.1% | +125.6% |
| 5Y | +7.7% | -45.1% | +52.8% | -1.4% |
| All | +7.7% | -45.2% | +53.0% | -1.4% |
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