+90.9%
AZN vs OUST
-65.5%
+156.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.5% | +8.6% | +0.1% |
| 7D | -1.1% | -3.8% | +2.7% | -1.0% |
| 30D | +13.8% | +5.1% | +8.8% | +13.7% |
| 3M | +17.3% | -25.8% | +43.1% | +17.5% |
| 6M | -1.7% | -2.0% | +0.3% | -2.4% |
| YTD | +1.4% | +54.7% | -53.3% | -0.2% |
| 1Y | +5.2% | +48.8% | -43.6% | +3.5% |
| 3Y | +52.6% | +607.8% | -555.2% | +44.1% |
| 5Y | +72.9% | -52.7% | +125.6% | +61.3% |
| All | +90.9% | -65.5% | +156.3% | +80.9% |
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