+0.6%
AMCR vs OUST
-61.4%
+62.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.7% | -1.9% |
| 7D | -1.8% | +12.7% | -14.6% | -2.2% |
| 30D | -6.0% | -13.6% | +7.6% | -5.7% |
| 3M | +18.9% | -8.3% | +27.2% | +18.4% |
| 6M | +5.7% | +85.0% | -79.3% | +2.1% |
| YTD | +11.1% | +73.2% | -62.1% | +7.4% |
| 1Y | +12.7% | +32.5% | -19.8% | +9.3% |
| 3Y | +9.6% | +643.8% | -634.3% | -4.5% |
| 5Y | -10.3% | -52.1% | +41.8% | -19.1% |
| All | +0.6% | -61.4% | +62.0% | -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 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