+1,770.1%
ATI vs OUST
-64.1%
+1,834.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +14.0% | -9.6% | +2.9% |
| 7D | +6.2% | +17.0% | -10.8% | +4.1% |
| 30D | -7.1% | -16.5% | +9.4% | -5.6% |
| 3M | -21.3% | -23.7% | +2.3% | -19.6% |
| 6M | +6.5% | +18.4% | -11.9% | +1.2% |
| YTD | +53.2% | +60.8% | -7.6% | +39.6% |
| 1Y | +82.7% | +44.2% | +38.5% | +67.9% |
| 3Y | +314.3% | +668.1% | -353.8% | +195.9% |
| 5Y | +890.9% | -48.8% | +939.8% | +754.6% |
| All | +1,770.1% | -64.1% | +1,834.2% | +1,562.6% |
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