-99.9%
AMIX vs OUST
+504.3%
-604.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +15.7% | -18.7% | -7.7% |
| 7D | -25.1% | -0.2% | -24.9% | -25.3% |
| 30D | -54.5% | -24.0% | -30.5% | -51.2% |
| 3M | -91.7% | -29.9% | -61.9% | -90.9% |
| 6M | -79.4% | +19.1% | -98.6% | -79.0% |
| YTD | -86.1% | +55.0% | -141.1% | -86.3% |
| 1Y | -91.6% | +21.2% | -112.7% | -91.5% |
| All | -99.9% | +504.3% | -604.2% | -99.9% |
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