+139.2%
AS vs OUST
+536.4%
-397.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +15.7% | -10.6% | +3.7% |
| 7D | +13.8% | -0.2% | +14.0% | +13.6% |
| 30D | +16.7% | -24.0% | +40.7% | +19.1% |
| 3M | -11.5% | -29.9% | +18.4% | -9.4% |
| 6M | -5.5% | +19.1% | -24.7% | -11.5% |
| YTD | -14.2% | +55.0% | -69.2% | -23.1% |
| 1Y | +2.1% | +21.2% | -19.1% | -6.3% |
| All | +139.2% | +536.4% | -397.3% | +78.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling