+67.2%
AG vs OUST
-56.2%
+123.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.6% | -2.2% |
| 7D | +1.0% | +5.2% | -4.2% | +0.4% |
| 30D | +19.2% | -19.3% | +38.4% | +22.0% |
| 3M | +6.2% | -22.6% | +28.8% | +7.4% |
| 6M | -26.7% | +62.8% | -89.5% | -32.9% |
| YTD | +26.1% | +68.3% | -42.2% | +14.6% |
| 1Y | +131.7% | +28.5% | +103.1% | +113.8% |
| 3Y | +255.3% | +554.0% | -298.7% | +151.6% |
| All | +67.2% | -56.2% | +123.3% | +51.6% |
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