+1,866.5%
ATI vs OUST
-60.2%
+1,926.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +10.8% | -5.7% | +3.9% |
| 7D | +6.0% | +36.7% | -30.7% | +2.2% |
| 30D | -3.6% | -3.3% | -0.3% | -3.7% |
| 3M | -18.9% | -11.1% | -7.7% | -18.5% |
| 6M | +16.7% | +53.1% | -36.3% | +8.0% |
| YTD | +61.1% | +78.2% | -17.2% | +45.0% |
| 1Y | +89.3% | +50.0% | +39.3% | +73.1% |
| 3Y | +333.3% | +836.2% | -502.9% | +203.2% |
| 5Y | +954.5% | -50.0% | +1,004.5% | +811.4% |
| All | +1,866.5% | -60.2% | +1,926.7% | +1,627.9% |
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