+82.9%
AJG vs OUST
-45.2%
+128.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.7% |
| 7D | +3.4% | +31.9% | -28.5% | +3.3% |
| 30D | +21.5% | -4.2% | +25.7% | +21.5% |
| 3M | +12.3% | -9.3% | +21.6% | +12.3% |
| 6M | +43.0% | +51.7% | -8.7% | +41.2% |
| YTD | +10.2% | +76.6% | -66.4% | +8.2% |
| 1Y | +13.9% | +48.9% | -35.0% | +12.1% |
| 3Y | +17.2% | +675.3% | -658.1% | +7.5% |
| All | +82.9% | -45.2% | +128.2% | +90.7% |
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