+8.3%
AMT vs OUST
+554.0%
-545.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.7% | -1.1% |
| 7D | -0.2% | +5.2% | -5.4% | -0.2% |
| 30D | +4.6% | -19.3% | +23.9% | +4.5% |
| 3M | -8.4% | -22.6% | +14.2% | -8.4% |
| 6M | -6.0% | +62.8% | -68.8% | -6.5% |
| YTD | +2.1% | +68.3% | -66.2% | +1.5% |
| 1Y | -6.4% | +28.5% | -34.9% | -6.8% |
| All | +8.3% | +554.0% | -545.8% | -6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling