+182.8%
AZO vs OUST
-60.6%
+243.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -1.0% |
| 7D | +0.5% | +31.9% | -31.3% | +0.4% |
| 30D | +9.4% | -4.2% | +13.7% | +9.5% |
| 3M | +4.9% | -9.3% | +14.2% | +4.9% |
| 6M | -8.0% | +51.7% | -59.6% | -8.7% |
| YTD | -5.1% | +76.6% | -81.7% | -6.2% |
| 1Y | -13.7% | +48.9% | -62.6% | -14.5% |
| 3Y | +19.1% | +675.3% | -656.2% | +12.3% |
| 5Y | +71.0% | -44.0% | +115.1% | +68.1% |
| All | +182.8% | -60.6% | +243.4% | +186.1% |
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