+90.4%
AMGN vs OUST
+729.1%
-638.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | +0.9% | +31.9% | -31.0% | +0.6% |
| 30D | +12.1% | -4.2% | +16.3% | +12.1% |
| 3M | +12.2% | -9.3% | +21.4% | +12.1% |
| 6M | +42.1% | +51.7% | -9.5% | +39.7% |
| YTD | +45.0% | +76.6% | -31.6% | +41.8% |
| 1Y | +47.7% | +48.9% | -1.2% | +44.8% |
| 3Y | +90.4% | +675.3% | -584.8% | +69.2% |
| All | +90.4% | +729.1% | -638.7% | +69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling