+88.3%
AMGN vs OUST
+554.0%
-465.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.2% | -1.6% |
| 7D | +1.1% | +5.2% | -4.1% | +1.0% |
| 30D | +7.8% | -19.3% | +27.1% | +8.1% |
| 3M | +27.3% | -22.6% | +49.9% | +27.2% |
| 6M | +16.8% | +62.8% | -45.9% | +14.3% |
| YTD | +36.3% | +68.3% | -32.0% | +33.1% |
| 1Y | +60.4% | +28.5% | +31.9% | +57.1% |
| All | +88.3% | +554.0% | -465.7% | +63.2% |
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