-61.4%
OUST vs AMP
+259.2%
-320.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.6% |
| 7D | +12.7% | +2.6% | +10.1% | +10.0% |
| 30D | -13.6% | +0.8% | -14.5% | -14.3% |
| 3M | -8.3% | +24.3% | -32.6% | -26.9% |
| 6M | +85.0% | +20.6% | +64.4% | +52.5% |
| YTD | +73.2% | +14.6% | +58.6% | +49.9% |
| 1Y | +32.5% | +14.5% | +17.9% | +16.4% |
| 3Y | +643.8% | +67.9% | +575.9% | +357.3% |
| 5Y | -52.1% | +122.5% | -174.6% | -76.3% |
| All | -61.4% | +259.2% | -320.5% | -82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 10y: compounded portfolio wealth divided by compounded AMP 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…
10y analysis · Full analysis span regression · 6 months rolling