+95.0%
AMDL vs OUST
+652.7%
-557.7%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.7% | +7.5% | +8.5% |
| 7D | +4.5% | +5.2% | -0.7% | +2.3% |
| 30D | -4.4% | -19.3% | +14.9% | +4.9% |
| 3M | -30.5% | -22.6% | -7.9% | -21.3% |
| 6M | +300.9% | +62.8% | +238.1% | +237.3% |
| YTD | +219.9% | +68.3% | +151.6% | +165.2% |
| 1Y | +374.7% | +28.5% | +346.2% | +322.8% |
| All | +95.0% | +652.7% | -557.7% | +5.4% |
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