+15.8%
AMCR vs OUST
+32.6%
-16.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +14.0% | -16.1% | -2.4% |
| 7D | -5.3% | +17.0% | -22.3% | -5.6% |
| 30D | +8.7% | -16.5% | +25.2% | +9.1% |
| 3M | -3.3% | -23.7% | +20.4% | -2.9% |
| 6M | +15.1% | +18.4% | -3.3% | +11.1% |
| YTD | +12.4% | +60.8% | -48.4% | +5.4% |
| 1Y | +15.8% | +44.2% | -28.4% | +9.0% |
| All | +15.8% | +32.6% | -16.7% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling