+1,923.0%
ATI vs OUST
-62.3%
+1,985.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.2% | +5.6% | +1.9% |
| 7D | +13.0% | +19.9% | -7.0% | +10.6% |
| 30D | +0.2% | +3.6% | -3.4% | -0.7% |
| 3M | -17.5% | -20.6% | +3.2% | -16.0% |
| 6M | +18.1% | +35.1% | -17.0% | +10.8% |
| YTD | +65.7% | +69.1% | -3.4% | +50.1% |
| 1Y | +91.9% | +49.9% | +42.0% | +75.6% |
| 3Y | +335.2% | +642.4% | -307.1% | +211.9% |
| 5Y | +1,004.3% | -48.3% | +1,052.6% | +852.0% |
| All | +1,923.0% | -62.3% | +1,985.2% | +1,687.8% |
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