+156.4%
AMAT vs OUST
-52.6%
+209.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +15.7% | -19.0% | -6.2% |
| 7D | -11.2% | -0.2% | -11.0% | -11.4% |
| 30D | -31.9% | -24.0% | -7.9% | -28.6% |
| 3M | -32.3% | -29.9% | -2.5% | -28.5% |
| 6M | -5.4% | +19.1% | -24.5% | -10.5% |
| YTD | +44.3% | +55.0% | -10.7% | +29.0% |
| 1Y | +61.4% | +21.2% | +40.2% | +49.3% |
| 3Y | +170.6% | +626.0% | -455.4% | +60.4% |
| 5Y | +156.4% | -51.6% | +208.0% | +158.9% |
| All | +156.4% | -52.6% | +209.0% | +158.9% |
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