+949.2%
ATI vs OUST
-53.0%
+1,002.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -8.5% | +4.8% | -2.7% |
| 7D | +4.2% | -3.8% | +7.9% | +4.6% |
| 30D | -2.5% | +5.1% | -7.6% | -3.4% |
| 3M | -19.4% | -25.8% | +6.4% | -17.4% |
| 6M | +11.1% | -2.0% | +13.1% | +8.2% |
| YTD | +59.5% | +54.7% | +4.8% | +45.9% |
| 1Y | +85.8% | +48.8% | +37.0% | +70.2% |
| 3Y | +311.9% | +607.8% | -295.9% | +198.6% |
| All | +949.2% | -53.0% | +1,002.3% | +730.0% |
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