+136.4%
AMGN vs OUST
-60.2%
+196.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.8% | -9.8% | +1.0% |
| 7D | 0.0% | +36.7% | -36.7% | -0.3% |
| 30D | +12.1% | -3.3% | +15.5% | +12.1% |
| 3M | +13.9% | -11.1% | +25.0% | +13.8% |
| 6M | +42.1% | +53.1% | -10.9% | +40.6% |
| YTD | +45.0% | +78.2% | -33.2% | +43.0% |
| 1Y | +49.3% | +50.0% | -0.7% | +47.5% |
| 3Y | +92.8% | +836.2% | -743.4% | +84.1% |
| 5Y | +156.7% | -50.0% | +206.7% | +141.3% |
| All | +136.4% | -60.2% | +196.6% | +124.7% |
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