+28.5%
OUST vs ACM
-45.8%
+74.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.0% | +1.8% |
| 7D | +5.2% | -3.7% | +9.0% | +6.6% |
| 30D | -19.3% | -11.1% | -8.2% | -15.3% |
| 3M | -22.6% | -8.0% | -14.7% | -20.3% |
| 6M | +62.8% | -29.7% | +92.4% | +106.4% |
| YTD | +68.3% | -29.4% | +97.7% | +108.2% |
| 1Y | +28.5% | -46.4% | +75.0% | +112.5% |
| All | +28.5% | -45.8% | +74.3% | +112.5% |
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