+1,690.9%
ATI vs OUST
-68.5%
+1,759.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -9.0% | +3.0% | -5.0% |
| 7D | -3.8% | -5.0% | +1.2% | -3.4% |
| 30D | -13.5% | -32.0% | +18.5% | -10.1% |
| 3M | -17.9% | -32.4% | +14.4% | -14.9% |
| 6M | +8.4% | +6.7% | +1.6% | +4.3% |
| YTD | +46.7% | +41.0% | +5.7% | +35.7% |
| 1Y | +74.5% | +18.0% | +56.5% | +63.9% |
| 3Y | +303.7% | +560.6% | -256.9% | +193.3% |
| 5Y | +848.9% | -55.1% | +904.0% | +731.0% |
| All | +1,690.9% | -68.5% | +1,759.4% | +1,516.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling