+81.0%
ALNY vs OUST
-62.4%
+143.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.5% |
| 7D | +12.2% | +5.2% | +7.0% | +11.8% |
| 30D | +16.3% | -19.3% | +35.6% | +18.1% |
| 3M | -12.4% | -22.6% | +10.3% | -12.5% |
| 6M | -18.7% | +62.8% | -81.5% | -25.5% |
| YTD | -33.1% | +68.3% | -101.4% | -39.2% |
| 1Y | -41.3% | +28.5% | -69.9% | -46.0% |
| 3Y | +32.3% | +554.0% | -521.8% | -7.8% |
| 5Y | +34.8% | -56.2% | +91.0% | +22.0% |
| All | +81.0% | -62.4% | +143.5% | +76.4% |
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