+158.5%
AMGN vs OUST
-45.2%
+203.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -2.2% | +14.0% | -16.1% | -2.3% |
| 30D | +12.1% | +2.5% | +9.6% | +12.0% |
| 3M | +13.6% | -15.3% | +29.0% | +13.7% |
| 6M | +43.9% | +42.6% | +1.3% | +42.0% |
| YTD | +45.9% | +76.6% | -30.7% | +43.1% |
| 1Y | +42.1% | +54.1% | -11.9% | +39.7% |
| 3Y | +91.6% | +675.3% | -583.7% | +78.9% |
| 5Y | +158.5% | -45.1% | +203.6% | +155.3% |
| All | +158.5% | -45.2% | +203.8% | +155.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling