+120.4%
AS vs OUST
+591.3%
-470.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +1.9% | +3.4% |
| 7D | -4.9% | +5.2% | -10.1% | -5.3% |
| 30D | -19.6% | -19.3% | -0.3% | -18.3% |
| 3M | -14.4% | -22.6% | +8.3% | -14.4% |
| 6M | -20.1% | +62.8% | -82.9% | -27.8% |
| YTD | -20.9% | +68.3% | -89.3% | -29.3% |
| 1Y | -21.9% | +28.5% | -50.4% | -29.0% |
| All | +120.4% | +591.3% | -470.9% | +63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling