+21.2%
OUST vs ACM
-46.6%
+67.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | +2.9% | +12.8% | +15.1% |
| 7D | -0.2% | +9.5% | -9.7% | -1.9% |
| 30D | -24.0% | +14.7% | -38.7% | -25.9% |
| 3M | -29.9% | -9.5% | -20.4% | -27.7% |
| 6M | +19.1% | -18.0% | +37.2% | +31.2% |
| YTD | +55.0% | -27.3% | +82.3% | +81.5% |
| 1Y | +21.2% | -47.0% | +68.2% | +56.9% |
| All | +21.2% | -46.6% | +67.7% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling