-60.6%
OUST vs ACM
+60.6%
-121.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.4% |
| 7D | +31.9% | +6.6% | +25.3% | +26.2% |
| 30D | -4.2% | +19.8% | -24.0% | -16.6% |
| 3M | -9.3% | -3.1% | -6.1% | -9.2% |
| 6M | +51.7% | -11.5% | +63.2% | +59.6% |
| YTD | +76.6% | -24.7% | +101.3% | +114.3% |
| 1Y | +48.9% | -45.1% | +93.9% | +144.5% |
| 3Y | +675.3% | -8.9% | +684.1% | +724.5% |
| 5Y | -44.0% | +5.4% | -49.4% | -45.1% |
| All | -60.6% | +60.6% | -121.2% | -65.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling