-63.0%
AVAV vs OUST
+41.3%
-104.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.5% |
| 7D | 0.0% | +31.9% | -31.9% | -6.9% |
| 30D | -9.9% | -4.2% | -5.7% | -9.6% |
| 3M | -34.7% | -9.3% | -25.4% | -34.1% |
| 6M | -26.6% | +51.7% | -78.3% | -42.3% |
| YTD | -48.9% | +76.6% | -125.6% | -64.3% |
| 1Y | -63.0% | +48.9% | -111.9% | -72.1% |
| All | -63.0% | +41.3% | -104.3% | -72.1% |
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