-99.8%
AMIX vs OUST
+556.4%
-656.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -2.4% |
| 7D | -13.7% | +5.2% | -19.0% | -15.1% |
| 30D | -62.1% | -19.3% | -42.8% | -59.6% |
| 3M | -46.2% | -22.6% | -23.5% | -41.6% |
| 6M | -46.4% | +62.8% | -109.2% | -47.4% |
| YTD | -60.3% | +68.3% | -128.6% | -61.3% |
| 1Y | -79.7% | +28.5% | -108.2% | -79.8% |
| All | -99.8% | +556.4% | -656.2% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling