+317.4%
AGI vs OUST
-62.4%
+379.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -2.0% |
| 7D | +0.6% | +5.2% | -4.6% | +0.4% |
| 30D | +18.2% | -19.3% | +37.5% | +19.3% |
| 3M | -4.1% | -22.6% | +18.5% | -3.9% |
| 6M | -28.7% | +62.8% | -91.5% | -31.3% |
| YTD | -4.0% | +68.3% | -72.3% | -7.7% |
| 1Y | +17.4% | +28.5% | -11.1% | +13.3% |
| 3Y | +203.0% | +554.0% | -351.0% | +161.2% |
| 5Y | +376.7% | -56.2% | +432.9% | +325.1% |
| All | +317.4% | -62.4% | +379.8% | +285.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling