+160.1%
AMGN vs OUST
-53.0%
+213.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.5% | +8.2% | -0.2% |
| 7D | +1.1% | -3.8% | +4.9% | +1.2% |
| 30D | +9.3% | +5.1% | +4.2% | +9.2% |
| 3M | +12.1% | -25.8% | +37.9% | +12.3% |
| 6M | +40.3% | -2.0% | +42.3% | +39.3% |
| YTD | +45.2% | +54.7% | -9.5% | +42.6% |
| 1Y | +42.4% | +48.8% | -6.4% | +39.9% |
| 3Y | +91.0% | +607.8% | -516.8% | +78.4% |
| All | +160.1% | -53.0% | +213.2% | +166.5% |
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