-14.7%
AMRZ vs OUST
+70.7%
-85.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.5% |
| 7D | -1.9% | +5.2% | -7.1% | -2.2% |
| 30D | -16.9% | -19.3% | +2.3% | -15.9% |
| 3M | -19.2% | -22.6% | +3.4% | -18.8% |
| 6M | -29.3% | +62.8% | -92.1% | -34.4% |
| YTD | -18.0% | +68.3% | -86.3% | -24.5% |
| 1Y | -15.1% | +28.5% | -43.6% | -21.0% |
| All | -14.7% | +70.7% | -85.4% | -20.6% |
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