+68.4%
AZN vs OUST
-62.4%
+130.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -2.9% | -1.3% |
| 7D | 0.0% | +5.2% | -5.2% | 0.0% |
| 30D | +0.7% | -19.3% | +20.0% | +0.9% |
| 3M | -10.5% | -22.6% | +12.1% | -10.6% |
| 6M | -19.3% | +62.8% | -82.0% | -20.4% |
| YTD | -10.6% | +68.3% | -78.9% | -12.0% |
| 1Y | +0.5% | +28.5% | -28.0% | -0.8% |
| 3Y | +25.9% | +554.0% | -528.2% | +19.0% |
| 5Y | +52.4% | -56.2% | +108.6% | +41.7% |
| All | +68.4% | -62.4% | +130.8% | +59.5% |
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