-14.7%
AMT vs OUST
-62.4%
+47.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.7% | -1.1% |
| 7D | -0.2% | +5.2% | -5.4% | -0.3% |
| 30D | +4.6% | -19.3% | +23.9% | +5.1% |
| 3M | -8.4% | -22.6% | +14.2% | -8.4% |
| 6M | -6.0% | +62.8% | -68.8% | -8.8% |
| YTD | +2.1% | +68.3% | -66.2% | -1.2% |
| 1Y | -6.4% | +28.5% | -34.9% | -9.0% |
| 3Y | +8.1% | +554.0% | -546.0% | -7.7% |
| 5Y | -31.9% | -56.2% | +24.3% | -38.6% |
| All | -14.7% | -62.4% | +47.8% | -21.6% |
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