-2.4%
AZN vs OUST
+29.4%
-31.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -2.0% |
| 7D | -2.9% | +4.0% | -6.9% | -2.8% |
| 30D | -3.1% | -14.0% | +10.9% | -3.3% |
| 3M | -14.4% | -5.9% | -8.5% | -15.2% |
| 6M | -19.5% | +76.4% | -95.8% | -21.5% |
| YTD | -13.8% | +67.5% | -81.2% | -15.8% |
| 1Y | -2.4% | +27.1% | -29.5% | -4.4% |
| All | -2.4% | +29.4% | -31.8% | -4.4% |
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