+65.6%
AZN vs OUST
-61.4%
+127.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.5% | -1.7% |
| 7D | -1.5% | +12.7% | -14.2% | -1.6% |
| 30D | -0.9% | -13.6% | +12.8% | -0.8% |
| 3M | -11.8% | -8.3% | -3.6% | -12.1% |
| 6M | -17.6% | +85.0% | -102.6% | -18.9% |
| YTD | -12.0% | +73.2% | -85.3% | -13.5% |
| 1Y | -0.9% | +32.5% | -33.3% | -2.2% |
| 3Y | +23.7% | +643.8% | -620.2% | +16.7% |
| 5Y | +54.5% | -52.1% | +106.7% | +43.9% |
| All | +65.6% | -61.4% | +127.0% | +56.9% |
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