+162.2%
ARM vs OUST
+562.0%
-399.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -9.0% | -4.1% | -10.7% |
| 7D | -27.1% | -5.0% | -22.1% | -26.3% |
| 30D | -44.9% | -32.0% | -12.9% | -39.2% |
| 3M | -39.3% | -32.4% | -6.9% | -33.1% |
| 6M | -20.2% | +6.7% | -26.9% | -23.1% |
| YTD | +52.5% | +41.0% | +11.5% | +36.2% |
| 1Y | +4.1% | +18.0% | -13.9% | -4.1% |
| 3Y | +211.7% | +560.6% | -348.9% | +62.3% |
| All | +162.2% | +562.0% | -399.9% | +34.4% |
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 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