-11.5%
AJG vs OUST
+33.5%
-45.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.4% |
| 7D | -1.8% | +5.2% | -7.0% | -1.6% |
| 30D | +4.6% | -19.3% | +23.9% | +3.7% |
| 3M | +24.9% | -22.6% | +47.5% | +24.7% |
| 6M | +17.2% | +62.8% | -45.6% | +17.5% |
| YTD | +2.2% | +68.3% | -66.2% | +2.2% |
| 1Y | -11.5% | +28.5% | -40.1% | -10.2% |
| All | -11.5% | +33.5% | -45.0% | -10.2% |
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