-62.4%
OUST vs ACM
+50.6%
-113.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.0% | +2.0% |
| 7D | +5.2% | -3.7% | +9.0% | +8.4% |
| 30D | -19.3% | -11.1% | -8.2% | -13.5% |
| 3M | -22.6% | -8.0% | -14.7% | -20.7% |
| 6M | +62.8% | -29.7% | +92.4% | +111.9% |
| YTD | +68.3% | -29.4% | +97.7% | +114.8% |
| 1Y | +28.5% | -46.4% | +75.0% | +116.9% |
| 3Y | +554.0% | -22.3% | +576.4% | +696.8% |
| 5Y | -56.2% | +4.5% | -60.7% | -55.7% |
| All | -62.4% | +50.6% | -113.0% | -65.0% |
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