+474.7%
AMD vs OUST
-62.4%
+537.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.7% | +3.0% | +4.4% |
| 7D | +2.6% | +5.2% | -2.7% | +1.5% |
| 30D | -0.9% | -19.3% | +18.3% | +3.3% |
| 3M | -8.7% | -22.6% | +13.9% | -5.5% |
| 6M | +136.3% | +62.8% | +73.6% | +108.0% |
| YTD | +123.0% | +68.3% | +54.7% | +93.8% |
| 1Y | +195.2% | +28.5% | +166.6% | +164.6% |
| 3Y | +336.3% | +554.0% | -217.7% | +150.4% |
| 5Y | +334.5% | -56.2% | +390.7% | +277.0% |
| All | +474.7% | -62.4% | +537.1% | +398.9% |
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