+43.1%
AMD vs OUST
+12.1%
+31.0%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +15.7% | -14.7% | -4.6% |
| 7D | -15.5% | -0.2% | -15.3% | -15.6% |
| 30D | -22.6% | -24.0% | +1.3% | -15.8% |
| 3M | -5.7% | -29.9% | +24.1% | +4.5% |
| 6M | +43.1% | +19.1% | +24.0% | +44.1% |
| All | +43.1% | +12.1% | +31.0% | +44.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling