+311.5%
AGI vs OUST
-61.4%
+372.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.3% | -1.5% |
| 7D | +4.4% | +12.7% | -8.3% | +3.8% |
| 30D | +10.0% | -13.6% | +23.6% | +10.6% |
| 3M | +1.7% | -8.3% | +10.0% | +1.1% |
| 6M | -26.8% | +85.0% | -111.7% | -29.8% |
| YTD | -5.3% | +73.2% | -78.6% | -9.1% |
| 1Y | +11.5% | +32.5% | -21.0% | +7.4% |
| 3Y | +212.9% | +643.8% | -430.9% | +168.2% |
| 5Y | +388.8% | -52.1% | +440.9% | +335.2% |
| All | +311.5% | -61.4% | +372.9% | +279.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling