-12.9%
AMRZ vs OUST
+12.1%
-25.0%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +15.7% | -10.5% | +4.6% |
| 7D | +10.3% | -0.2% | +10.5% | +10.2% |
| 30D | +18.7% | -24.0% | +42.7% | +19.6% |
| 3M | -14.6% | -29.9% | +15.2% | -14.1% |
| 6M | -12.9% | +19.1% | -32.0% | -13.9% |
| All | -12.9% | +12.1% | -25.0% | -13.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling