+312.1%
AGI vs OUST
-49.1%
+361.1%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +14.0% | -11.6% | +1.6% |
| 7D | +16.0% | +17.0% | -1.0% | +14.8% |
| 30D | +1.0% | -16.5% | +17.5% | +1.7% |
| 3M | +2.5% | -23.7% | +26.1% | +3.5% |
| 6M | -24.0% | +18.4% | -42.4% | -25.9% |
| YTD | -17.2% | +60.8% | -78.0% | -20.8% |
| 1Y | +4.9% | +44.2% | -39.3% | +0.7% |
| 3Y | +142.6% | +668.1% | -525.5% | +101.9% |
| All | +312.1% | -49.1% | +361.1% | +270.0% |
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