+133.7%
AS vs OUST
+479.1%
-345.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.0% | +6.7% | -1.5% |
| 7D | +7.1% | -5.0% | +12.2% | +7.5% |
| 30D | +12.8% | -32.0% | +44.9% | +16.3% |
| 3M | -14.7% | -32.4% | +17.6% | -12.4% |
| 6M | -9.9% | +6.7% | -16.7% | -14.8% |
| YTD | -16.1% | +41.0% | -57.2% | -24.2% |
| 1Y | +0.2% | +18.0% | -17.8% | -8.0% |
| All | +133.7% | +479.1% | -345.4% | +75.4% |
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 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