-9.2%
AMCR vs OUST
-48.7%
+39.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.2% | +2.9% | -1.2% |
| 7D | -4.5% | +19.9% | -24.4% | -5.1% |
| 30D | +4.9% | +3.6% | +1.3% | +4.5% |
| 3M | -4.6% | -20.6% | +16.1% | -4.1% |
| 6M | +15.2% | +35.1% | -19.9% | +12.0% |
| YTD | +9.7% | +69.1% | -59.4% | +5.3% |
| 1Y | +10.5% | +49.9% | -39.4% | +6.3% |
| 3Y | +13.8% | +642.4% | -628.6% | -4.1% |
| All | -9.2% | -48.7% | +39.5% | -15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling