+655.1%
AMAT vs OUST
-62.4%
+717.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +4.0% |
| 7D | -1.5% | +5.2% | -6.7% | -2.4% |
| 30D | -14.8% | -19.3% | +4.5% | -11.9% |
| 3M | -9.3% | -22.6% | +13.4% | -6.6% |
| 6M | +27.4% | +62.8% | -35.4% | +15.2% |
| YTD | +77.6% | +68.3% | +9.2% | +58.7% |
| 1Y | +188.9% | +28.5% | +160.4% | +164.3% |
| 3Y | +202.3% | +554.0% | -351.8% | +91.5% |
| 5Y | +248.9% | -56.2% | +305.1% | +196.3% |
| All | +655.1% | -62.4% | +717.6% | +564.5% |
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