+668.1%
OUST vs AMP
+54.6%
+613.5%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -16.0% |
| 6M | +18.4% | +5.8% | +12.5% | +8.2% |
| YTD | +60.8% | +3.3% | +57.5% | +50.4% |
| 1Y | +44.2% | +11.1% | +33.1% | +24.7% |
| 3Y | +668.1% | +56.0% | +612.1% | +141.1% |
| All | +668.1% | +54.6% | +613.5% | +141.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling