+117.1%
AMAT vs OUST
-56.4%
+173.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -9.0% | -4.6% | -11.9% |
| 7D | -24.3% | -5.0% | -19.2% | -23.6% |
| 30D | -39.8% | -32.0% | -7.8% | -35.5% |
| 3M | -40.2% | -32.4% | -7.8% | -36.2% |
| 6M | -22.1% | +6.7% | -28.8% | -24.7% |
| YTD | +24.7% | +41.0% | -16.4% | +13.7% |
| 1Y | +33.3% | +18.0% | +15.3% | +24.5% |
| 3Y | +133.9% | +560.6% | -426.7% | +41.3% |
| 5Y | +117.1% | -55.1% | +172.2% | +123.4% |
| All | +117.1% | -56.4% | +173.5% | +123.4% |
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 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