-93.5%
AMC vs OUST
-62.4%
-31.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.7% | +4.2% |
| 7D | +2.3% | +5.2% | -2.9% | +1.8% |
| 30D | -0.7% | -19.3% | +18.5% | +0.9% |
| 3M | +35.2% | -22.6% | +57.8% | +35.1% |
| 6M | +124.6% | +62.8% | +61.8% | +105.3% |
| YTD | +69.9% | +68.3% | +1.5% | +53.9% |
| 1Y | -2.6% | +28.5% | -31.1% | -10.5% |
| 3Y | -79.8% | +554.0% | -633.8% | -85.8% |
| 5Y | -99.4% | -56.2% | -43.2% | -99.7% |
| All | -93.5% | -62.4% | -31.0% | -96.6% |
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