+16.7%
AMCR vs OUST
+626.4%
-609.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +13.2% |
| YTD | +12.4% | +60.8% | -48.4% | +9.4% |
| 1Y | +15.8% | +44.2% | -28.4% | +12.8% |
| 3Y | +16.7% | +668.1% | -651.4% | -0.6% |
| All | +16.7% | +626.4% | -609.7% | -0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling