+92.9%
AZN vs OUST
-64.1%
+157.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +14.0% | -14.2% | -0.3% |
| 7D | -0.1% | +17.0% | -17.1% | -0.2% |
| 30D | +16.4% | -16.5% | +32.9% | +16.6% |
| 3M | +15.7% | -23.7% | +39.4% | +15.9% |
| 6M | +0.8% | +18.4% | -17.6% | -0.2% |
| YTD | +2.5% | +60.8% | -58.3% | +0.8% |
| 1Y | +12.4% | +44.2% | -31.8% | +10.8% |
| 3Y | +53.4% | +668.1% | -614.7% | +44.7% |
| 5Y | +62.8% | -48.8% | +111.7% | +52.1% |
| All | +92.9% | -64.1% | +157.0% | +82.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling