+21.4%
AZO vs OUST
+794.9%
-773.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +10.8% | -9.8% | +1.2% |
| 7D | -0.1% | +36.7% | -36.7% | +0.3% |
| 30D | +10.6% | -3.3% | +13.9% | +10.7% |
| 3M | +4.0% | -11.1% | +15.1% | +4.0% |
| 6M | -7.0% | +53.1% | -60.1% | -6.9% |
| YTD | -4.1% | +78.2% | -82.4% | -4.2% |
| 1Y | -12.6% | +50.0% | -62.6% | -12.6% |
| 3Y | +21.4% | +836.2% | -814.8% | +16.1% |
| All | +21.4% | +794.9% | -773.5% | +16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling