+20.7%
AMDL vs OUST
+530.6%
-509.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -34.9% | -9.0% | -25.9% | -30.7% |
| 7D | -52.7% | -5.0% | -47.7% | -50.4% |
| 30D | -65.3% | -32.0% | -33.3% | -57.6% |
| 3M | -40.8% | -32.4% | -8.5% | -27.0% |
| 6M | -12.9% | +6.7% | -19.6% | -9.6% |
| YTD | +98.0% | +41.0% | +57.0% | +84.6% |
| 1Y | +30.1% | +18.0% | +12.2% | +28.7% |
| All | +20.7% | +530.6% | -509.9% | -26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling