-68.5%
OUST vs ACM
+51.7%
-120.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -2.2% | -6.8% | -7.3% |
| 7D | -5.0% | +5.1% | -10.1% | -8.4% |
| 30D | -32.0% | +11.5% | -43.5% | -37.5% |
| 3M | -32.4% | -10.5% | -21.9% | -28.1% |
| 6M | +6.7% | -20.4% | +27.1% | +23.3% |
| YTD | +41.0% | -28.9% | +69.9% | +78.6% |
| 1Y | +18.0% | -48.7% | +66.7% | +104.9% |
| 3Y | +560.6% | -12.5% | +573.1% | +625.3% |
| 5Y | -55.1% | +0.5% | -55.6% | -54.2% |
| All | -68.5% | +51.7% | -120.2% | -70.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling