+178.9%
AMKR vs OUST
-64.1%
+243.0%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +14.0% | -6.4% | +4.6% |
| 7D | -16.9% | +17.0% | -33.9% | -19.8% |
| 30D | -37.2% | -16.5% | -20.7% | -35.0% |
| 3M | -39.3% | -23.7% | -15.6% | -36.0% |
| 6M | -57.4% | +18.4% | -75.7% | -59.3% |
| YTD | -16.5% | +60.8% | -77.3% | -25.3% |
| 1Y | -6.0% | +44.2% | -50.2% | -14.6% |
| 3Y | +46.2% | +668.1% | -621.9% | -14.7% |
| 5Y | +49.3% | -48.8% | +98.2% | +22.4% |
| All | +178.9% | -64.1% | +243.0% | +133.0% |
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