+0.3%
AGI vs OUST
+11.1%
-10.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +15.7% | -5.0% | +8.6% |
| 7D | -5.3% | -0.2% | -5.1% | -5.4% |
| 30D | -7.1% | -24.0% | +16.8% | -4.4% |
| 3M | +4.4% | -29.9% | +34.3% | +7.9% |
| 6M | -23.0% | +19.1% | -42.2% | -29.5% |
| YTD | -22.0% | +55.0% | -77.0% | -34.5% |
| 1Y | +0.3% | +21.2% | -20.9% | -11.7% |
| All | +0.3% | +11.1% | -10.8% | -11.7% |
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