+5.6%
AMCR vs OUST
-60.2%
+65.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.8% | -10.2% | +0.3% |
| 7D | -7.9% | +36.7% | -44.6% | -8.8% |
| 30D | +8.2% | -3.3% | +11.5% | +8.1% |
| 3M | -4.3% | -11.1% | +6.8% | -4.3% |
| 6M | +16.6% | +53.1% | -36.5% | +13.4% |
| YTD | +13.1% | +78.2% | -65.1% | +9.0% |
| 1Y | +14.4% | +50.0% | -35.6% | +10.8% |
| 3Y | +18.4% | +836.2% | -817.8% | +2.2% |
| 5Y | -5.8% | -50.0% | +44.2% | -15.3% |
| All | +5.6% | -60.2% | +65.9% | -6.4% |
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 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