-4.4%
AMT vs OUST
-65.4%
+61.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +15.7% | -11.7% | +3.7% |
| 7D | +6.0% | -0.2% | +6.3% | +6.0% |
| 30D | +20.1% | -24.0% | +44.1% | +20.7% |
| 3M | +12.4% | -29.9% | +42.3% | +13.1% |
| 6M | +9.9% | +19.1% | -9.2% | +7.8% |
| YTD | +14.4% | +55.0% | -40.6% | +10.7% |
| 1Y | +12.4% | +21.2% | -8.7% | +9.7% |
| 3Y | +13.7% | +626.0% | -612.3% | -3.7% |
| 5Y | -17.8% | -51.6% | +33.8% | -26.0% |
| All | -4.4% | -65.4% | +61.0% | -12.2% |
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