+78.5%
AME vs OUST
-53.0%
+131.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.5% | +9.0% | +1.0% |
| 7D | +5.9% | -3.8% | +9.7% | +6.1% |
| 30D | -1.9% | +5.1% | -7.0% | -2.5% |
| 3M | -5.4% | -25.8% | +20.4% | -4.1% |
| 6M | +4.9% | -2.0% | +6.9% | +3.3% |
| YTD | +18.5% | +54.7% | -36.3% | +12.6% |
| 1Y | +25.5% | +48.8% | -23.3% | +19.4% |
| 3Y | +63.0% | +607.8% | -544.8% | +33.9% |
| All | +78.5% | -53.0% | +131.6% | +64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling