+83.2%
AJG vs OUST
-52.5%
+135.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.9% | -6.9% | -4.0% |
| 7D | -3.8% | +12.7% | -16.5% | -3.8% |
| 30D | +1.6% | -13.6% | +15.2% | +1.7% |
| 3M | +18.6% | -8.3% | +26.9% | +18.4% |
| 6M | +10.9% | +85.0% | -74.1% | +8.9% |
| YTD | -2.0% | +73.2% | -75.2% | -3.7% |
| 1Y | -14.9% | +32.5% | -47.4% | -16.2% |
| 3Y | +13.4% | +643.8% | -630.4% | +4.2% |
| 5Y | +83.2% | -52.1% | +135.4% | +92.5% |
| All | +83.2% | -52.5% | +135.8% | +92.5% |
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