-60.6%
OUST vs AMP
+236.6%
-297.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.2% |
| 7D | +31.9% | +3.3% | +28.5% | +28.8% |
| 30D | -4.2% | +4.2% | -8.4% | -7.7% |
| 3M | -9.3% | -6.4% | -2.9% | -4.4% |
| 6M | +51.7% | +12.4% | +39.3% | +31.5% |
| YTD | +76.6% | +7.4% | +69.2% | +60.8% |
| 1Y | +48.9% | +14.7% | +34.2% | +27.5% |
| 3Y | +675.3% | +60.8% | +614.4% | +388.7% |
| 5Y | -44.0% | +83.4% | -127.5% | -68.7% |
| All | -60.6% | +236.6% | -297.2% | -81.4% |
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