+57.8%
AMD vs OUST
-1.5%
+59.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -9.0% | -8.3% | -14.0% |
| 7D | -28.6% | -5.0% | -23.6% | -27.0% |
| 30D | -37.7% | -32.0% | -5.7% | -29.2% |
| 3M | -16.1% | -32.4% | +16.2% | -5.0% |
| 6M | +13.8% | +6.7% | +7.1% | +8.2% |
| YTD | +88.8% | +41.0% | +47.8% | +54.2% |
| 1Y | +57.8% | +18.0% | +39.8% | +35.5% |
| All | +57.8% | -1.5% | +59.3% | +35.5% |
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