+488.2%
AMD vs OUST
-65.4%
+553.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +15.7% | -14.7% | -2.3% |
| 7D | -15.5% | -0.2% | -15.3% | -15.5% |
| 30D | -22.6% | -24.0% | +1.3% | -18.3% |
| 3M | -5.7% | -29.9% | +24.1% | +1.0% |
| 6M | +43.1% | +19.1% | +24.0% | +34.4% |
| YTD | +128.2% | +55.0% | +73.2% | +101.3% |
| 1Y | +95.5% | +21.2% | +74.3% | +79.6% |
| 3Y | +335.4% | +626.0% | -290.5% | +145.8% |
| 5Y | +255.5% | -51.6% | +307.1% | +207.6% |
| All | +488.2% | -65.4% | +553.6% | +418.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling