-64.1%
OUST vs AMP
+223.6%
-287.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -1.5% | +15.5% | +15.4% |
| 7D | +17.0% | +2.2% | +14.8% | +15.0% |
| 30D | -16.5% | +2.2% | -18.7% | -18.4% |
| 3M | -23.7% | -10.4% | -13.2% | -16.4% |
| 6M | +18.4% | +5.8% | +12.5% | +9.0% |
| YTD | +60.8% | +3.3% | +57.5% | +51.5% |
| 1Y | +44.2% | +11.1% | +33.1% | +27.0% |
| 3Y | +668.1% | +56.0% | +612.1% | +397.7% |
| 5Y | -48.8% | +76.1% | -124.9% | -70.4% |
| All | -64.1% | +223.6% | -287.7% | -82.4% |
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