+16.5%
AMCR vs OUST
+33.5%
-17.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.2% |
| 7D | -1.9% | +5.2% | -7.1% | -1.9% |
| 30D | -4.1% | -19.3% | +15.2% | -3.8% |
| 3M | +21.7% | -22.6% | +44.3% | +21.5% |
| 6M | +1.5% | +62.8% | -61.3% | -2.4% |
| YTD | +13.1% | +68.3% | -55.2% | +8.8% |
| 1Y | +16.5% | +28.5% | -12.0% | +10.6% |
| All | +16.5% | +33.5% | -17.0% | +10.6% |
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 2025-09-04 to 2026-09-04: 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling