+44.2%
OUST vs ACM
-48.7%
+92.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | 0.0% | +14.0% | +14.0% |
| 7D | +17.0% | +5.4% | +11.6% | +16.0% |
| 30D | -16.5% | +15.1% | -31.6% | -18.6% |
| 3M | -23.7% | -10.5% | -13.2% | -21.2% |
| 6M | +18.4% | -19.7% | +38.1% | +31.1% |
| YTD | +60.8% | -28.8% | +89.6% | +89.6% |
| 1Y | +44.2% | -47.9% | +92.1% | +97.6% |
| All | +44.2% | -48.7% | +92.9% | +97.6% |
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