+337.5%
AMD vs OUST
-56.2%
+393.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.7% | +3.0% | +4.3% |
| 7D | +2.6% | +5.2% | -2.7% | +1.4% |
| 30D | -0.9% | -19.3% | +18.3% | +3.6% |
| 3M | -8.7% | -22.6% | +13.9% | -5.4% |
| 6M | +136.3% | +62.8% | +73.6% | +106.2% |
| YTD | +123.0% | +68.3% | +54.7% | +91.9% |
| 1Y | +195.2% | +28.5% | +166.6% | +162.4% |
| 3Y | +336.3% | +554.0% | -217.7% | +137.8% |
| All | +337.5% | -56.2% | +393.7% | +418.5% |
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 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