+159.4%
AZO vs OUST
-61.4%
+220.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.0% | -1.1% |
| 7D | -0.5% | +12.7% | -13.2% | -0.5% |
| 30D | -5.6% | -13.6% | +8.0% | -5.6% |
| 3M | -4.0% | -8.3% | +4.3% | -4.1% |
| 6M | -18.9% | +85.0% | -103.9% | -19.8% |
| YTD | -13.0% | +73.2% | -86.2% | -13.9% |
| 1Y | -30.4% | +32.5% | -62.9% | -31.1% |
| 3Y | +12.7% | +643.8% | -631.2% | +6.2% |
| 5Y | +89.6% | -52.1% | +141.8% | +86.4% |
| All | +159.4% | -61.4% | +220.8% | +162.5% |
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 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