+116.7%
AME vs OUST
-68.5%
+185.3%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -9.0% | +3.1% | -5.4% |
| 7D | -11.4% | -5.0% | -6.4% | -11.3% |
| 30D | -12.1% | -32.0% | +19.9% | -10.4% |
| 3M | -12.3% | -32.4% | +20.0% | -10.8% |
| 6M | -4.6% | +6.7% | -11.4% | -6.5% |
| YTD | +9.1% | +41.0% | -31.9% | +4.9% |
| 1Y | +13.3% | +18.0% | -4.7% | +9.7% |
| 3Y | +58.2% | +560.6% | -502.4% | +34.0% |
| 5Y | +63.4% | -55.1% | +118.6% | +48.1% |
| All | +116.7% | -68.5% | +185.3% | +96.4% |
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