-55.8%
OUST vs ACM
+1.1%
-56.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +0.6% | -9.1% | -9.0% |
| 7D | -3.8% | +5.6% | -9.4% | -8.1% |
| 30D | +5.1% | +20.8% | -15.8% | -10.8% |
| 3M | -25.8% | +11.4% | -37.2% | -33.4% |
| 6M | -2.0% | +0.9% | -3.0% | -8.5% |
| YTD | +54.7% | -24.8% | +79.5% | +93.0% |
| 1Y | +48.8% | -46.4% | +95.2% | +175.8% |
| 3Y | +607.8% | -9.2% | +617.1% | +622.5% |
| All | -55.8% | +1.1% | -56.9% | -60.3% |
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