-92.2%
AMC vs OUST
-64.1%
-28.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +14.0% | -12.1% | +0.6% |
| 7D | +2.6% | +17.0% | -14.4% | +1.1% |
| 30D | +9.0% | -16.5% | +25.5% | +10.5% |
| 3M | +22.2% | -23.7% | +45.8% | +24.3% |
| 6M | +91.5% | +18.4% | +73.1% | +80.8% |
| YTD | +101.3% | +60.8% | +40.5% | +82.4% |
| 1Y | +20.8% | +44.2% | -23.4% | +10.4% |
| 3Y | -71.3% | +668.1% | -739.4% | -80.3% |
| 5Y | -99.2% | -48.8% | -50.4% | -99.5% |
| All | -92.2% | -64.1% | -28.1% | -95.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling