-7.3%
AMT vs OUST
-60.2%
+53.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.8% | -10.7% | -0.1% |
| 7D | +0.4% | +36.7% | -36.3% | -0.4% |
| 30D | +3.7% | -3.3% | +7.0% | +3.7% |
| 3M | +10.7% | -11.1% | +21.9% | +10.8% |
| 6M | +9.3% | +53.1% | -43.8% | +6.4% |
| YTD | +10.9% | +78.2% | -67.3% | +7.0% |
| 1Y | +10.5% | +50.0% | -39.5% | +7.1% |
| 3Y | +15.5% | +836.2% | -820.6% | -3.2% |
| 5Y | -20.6% | -50.0% | +29.4% | -28.6% |
| All | -7.3% | -60.2% | +53.0% | -15.1% |
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