-55.1%
OUST vs ACM
+1.8%
-56.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -2.2% | -6.8% | -7.1% |
| 7D | -5.0% | +5.1% | -10.1% | -8.8% |
| 30D | -32.0% | +11.5% | -43.5% | -38.2% |
| 3M | -32.4% | -10.5% | -21.9% | -27.5% |
| 6M | +6.7% | -20.4% | +27.1% | +26.0% |
| YTD | +41.0% | -28.9% | +69.9% | +84.6% |
| 1Y | +18.0% | -48.7% | +66.7% | +126.7% |
| 3Y | +560.6% | -12.5% | +573.1% | +591.6% |
| 5Y | -55.1% | +0.5% | -55.6% | -58.3% |
| All | -55.1% | +1.8% | -56.9% | -58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling