+247.2%
AMAT vs OUST
-56.2%
+303.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +4.0% |
| 7D | -1.5% | +5.2% | -6.7% | -2.5% |
| 30D | -14.8% | -19.3% | +4.5% | -11.7% |
| 3M | -9.3% | -22.6% | +13.4% | -6.4% |
| 6M | +27.4% | +62.8% | -35.4% | +14.4% |
| YTD | +77.6% | +68.3% | +9.2% | +57.3% |
| 1Y | +188.9% | +28.5% | +160.4% | +162.3% |
| 3Y | +202.3% | +554.0% | -351.8% | +82.7% |
| All | +247.2% | -56.2% | +303.4% | +263.2% |
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 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