-91.3%
AMC vs OUST
-65.4%
-25.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +15.7% | -8.4% | +5.9% |
| 7D | +17.7% | -0.2% | +17.9% | +17.6% |
| 30D | +26.2% | -24.0% | +50.1% | +29.0% |
| 3M | +31.3% | -29.9% | +61.2% | +34.7% |
| 6M | +142.8% | +19.1% | +123.6% | +129.0% |
| YTD | +125.6% | +55.0% | +70.7% | +105.1% |
| 1Y | +40.2% | +21.2% | +19.1% | +30.3% |
| 3Y | -67.2% | +626.0% | -693.1% | -77.3% |
| 5Y | -99.1% | -51.6% | -47.5% | -99.5% |
| All | -91.3% | -65.4% | -25.9% | -95.4% |
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 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