-64.1%
OUST vs ACM
+51.7%
-115.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | 0.0% | +14.0% | +14.0% |
| 7D | +17.0% | +5.4% | +11.6% | +12.6% |
| 30D | -16.5% | +15.1% | -31.6% | -25.2% |
| 3M | -23.7% | -10.5% | -13.2% | -18.8% |
| 6M | +18.4% | -19.7% | +38.1% | +35.7% |
| YTD | +60.8% | -28.8% | +89.6% | +103.5% |
| 1Y | +44.2% | -47.9% | +92.1% | +146.1% |
| 3Y | +668.1% | -12.4% | +680.5% | +742.2% |
| 5Y | -48.8% | +0.6% | -49.4% | -47.7% |
| All | -64.1% | +51.7% | -115.9% | -66.8% |
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