+0.2%
AS vs OUST
-1.5%
+1.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.0% | +6.7% | -1.9% |
| 7D | +7.1% | -5.0% | +12.2% | +7.3% |
| 30D | +12.8% | -32.0% | +44.9% | +14.7% |
| 3M | -14.7% | -32.4% | +17.6% | -13.6% |
| 6M | -9.9% | +6.7% | -16.7% | -15.0% |
| YTD | -16.1% | +41.0% | -57.2% | -26.9% |
| 1Y | +0.2% | +18.0% | -17.8% | -10.4% |
| All | +0.2% | -1.5% | +1.7% | -10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling