-4.8%
AMT vs OUST
-68.5%
+63.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -9.0% | +8.6% | -0.2% |
| 7D | +4.4% | -5.0% | +9.4% | +4.4% |
| 30D | +17.7% | -32.0% | +49.8% | +18.7% |
| 3M | +16.7% | -32.4% | +49.0% | +17.5% |
| 6M | +11.1% | +6.7% | +4.4% | +9.3% |
| YTD | +13.9% | +41.0% | -27.2% | +10.4% |
| 1Y | +12.5% | +18.0% | -5.5% | +9.7% |
| 3Y | +13.2% | +560.6% | -547.4% | -4.0% |
| 5Y | -17.9% | -55.1% | +37.3% | -25.9% |
| All | -4.8% | -68.5% | +63.7% | -12.4% |
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