+197.4%
AMKR vs OUST
-60.2%
+257.6%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +10.8% | -4.2% | +4.3% |
| 7D | -5.3% | +36.7% | -42.0% | -11.7% |
| 30D | -28.7% | -3.3% | -25.4% | -28.4% |
| 3M | -36.6% | -11.1% | -25.4% | -35.2% |
| 6M | -54.2% | +53.1% | -107.2% | -58.4% |
| YTD | -10.9% | +78.2% | -89.1% | -22.1% |
| 1Y | +1.3% | +50.0% | -48.7% | -9.0% |
| 3Y | +60.0% | +836.2% | -776.1% | -10.2% |
| 5Y | +59.3% | -50.0% | +109.2% | +29.5% |
| All | +197.4% | -60.2% | +257.6% | +143.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling