+65.2%
AMKR vs OUST
-53.0%
+118.3%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -8.5% | +5.8% | -0.8% |
| 7D | +10.0% | -3.8% | +13.8% | +11.0% |
| 30D | -19.4% | +5.1% | -24.5% | -20.5% |
| 3M | -37.4% | -25.8% | -11.5% | -33.3% |
| 6M | -51.5% | -2.0% | -49.4% | -51.8% |
| YTD | -8.1% | +54.7% | -62.8% | -17.9% |
| 1Y | +13.8% | +48.8% | -35.0% | +2.2% |
| 3Y | +59.4% | +607.8% | -548.4% | -10.1% |
| All | +65.2% | -53.0% | +118.3% | +68.5% |
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