+42.4%
AMGN vs OUST
+40.1%
+2.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.5% | +8.2% | -0.4% |
| 7D | +1.1% | -3.8% | +4.9% | +1.1% |
| 30D | +9.3% | +5.1% | +4.2% | +9.4% |
| 3M | +12.1% | -25.8% | +37.9% | +11.7% |
| 6M | +40.3% | -2.0% | +42.3% | +38.5% |
| YTD | +45.2% | +54.7% | -9.5% | +41.1% |
| 1Y | +42.4% | +48.8% | -6.4% | +37.7% |
| All | +42.4% | +40.1% | +2.3% | +37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling