+268.3%
AGI vs OUST
-60.2%
+328.6%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +10.8% | -8.5% | +1.8% |
| 7D | +17.4% | +36.7% | -19.3% | +15.4% |
| 30D | -0.9% | -3.3% | +2.4% | -1.0% |
| 3M | -1.6% | -11.1% | +9.5% | -1.4% |
| 6M | -24.7% | +53.1% | -77.8% | -27.2% |
| YTD | -15.3% | +78.2% | -93.5% | -19.0% |
| 1Y | +5.5% | +50.0% | -44.5% | +1.4% |
| 3Y | +154.5% | +836.2% | -681.7% | +115.7% |
| 5Y | +310.6% | -50.0% | +360.6% | +264.7% |
| All | +268.3% | -60.2% | +328.6% | +238.1% |
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