-71.9%
AMC vs OUST
+537.2%
-609.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -9.0% | -3.5% | -11.8% |
| 7D | 0.0% | -5.0% | +5.0% | +0.4% |
| 30D | +4.4% | -32.0% | +36.4% | +7.2% |
| 3M | +15.4% | -32.4% | +47.7% | +18.0% |
| 6M | +93.7% | +6.7% | +87.0% | +85.4% |
| YTD | +97.4% | +41.0% | +56.4% | +82.3% |
| 1Y | +23.2% | +18.0% | +5.2% | +15.3% |
| All | -71.9% | +537.2% | -609.0% | -81.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling