-69.0%
AVAV vs OUST
+11.1%
-80.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +15.7% | -24.1% | -12.0% |
| 7D | -10.1% | -0.2% | -9.9% | -10.5% |
| 30D | -18.7% | -24.0% | +5.3% | -13.8% |
| 3M | -33.0% | -29.9% | -3.1% | -28.1% |
| 6M | -37.2% | +19.1% | -56.3% | -47.2% |
| YTD | -53.2% | +55.0% | -108.2% | -66.4% |
| 1Y | -69.0% | +21.2% | -90.2% | -75.1% |
| All | -69.0% | +11.1% | -80.0% | -75.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling