+133.0%
AME vs OUST
-60.6%
+193.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +1.1% | +14.0% | -12.9% | +0.3% |
| 30D | -4.1% | +2.5% | -6.6% | -4.5% |
| 3M | -6.3% | -15.3% | +9.0% | -5.9% |
| 6M | +3.5% | +42.6% | -39.1% | -0.1% |
| YTD | +17.3% | +76.6% | -59.3% | +11.3% |
| 1Y | +22.0% | +54.1% | -32.0% | +16.4% |
| 3Y | +62.0% | +675.3% | -613.2% | +36.1% |
| 5Y | +78.5% | -45.1% | +123.6% | +59.7% |
| All | +133.0% | -60.6% | +193.6% | +108.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling