+573.7%
OUST vs ACM
-12.3%
+586.1%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -2.2% | -6.8% | -7.4% |
| 7D | -5.0% | +5.1% | -10.1% | -8.1% |
| 30D | -32.0% | +11.5% | -43.5% | -37.1% |
| 3M | -32.4% | -10.5% | -21.9% | -27.7% |
| 6M | +6.7% | -20.4% | +27.1% | +26.3% |
| YTD | +41.0% | -28.9% | +69.9% | +84.3% |
| 1Y | +18.0% | -48.7% | +66.7% | +130.5% |
| All | +573.7% | -12.3% | +586.1% | +528.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling