+130.7%
AME vs OUST
-62.4%
+193.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.4% |
| 7D | +0.6% | +5.2% | -4.6% | +0.3% |
| 30D | -6.7% | -19.3% | +12.6% | -5.7% |
| 3M | +4.1% | -22.6% | +26.7% | +4.5% |
| 6M | +1.6% | +62.8% | -61.2% | -2.6% |
| YTD | +16.1% | +68.3% | -52.2% | +10.9% |
| 1Y | +27.3% | +28.5% | -1.2% | +22.4% |
| 3Y | +50.9% | +554.0% | -503.2% | +27.9% |
| 5Y | +81.4% | -56.2% | +137.6% | +63.6% |
| All | +130.7% | -62.4% | +193.2% | +107.6% |
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