-23.1%
AKAM vs OUST
-62.3%
+39.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.1% | +0.2% |
| 7D | +11.2% | +19.9% | -8.7% | +9.4% |
| 30D | -13.4% | +3.6% | -17.0% | -13.8% |
| 3M | -29.5% | -20.6% | -8.9% | -28.5% |
| 6M | -42.1% | +35.1% | -77.2% | -44.2% |
| YTD | -0.8% | +69.1% | -69.9% | -6.2% |
| 1Y | -3.9% | +49.9% | -53.9% | -8.7% |
| 3Y | -21.9% | +642.4% | -664.2% | -35.3% |
| 5Y | -22.4% | -48.3% | +25.9% | -31.2% |
| All | -23.1% | -62.3% | +39.2% | -32.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling