-62.4%
OUST vs AMP
+261.7%
-324.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.4% |
| 7D | +5.2% | +0.2% | +5.0% | +5.1% |
| 30D | -19.3% | -0.1% | -19.2% | -19.2% |
| 3M | -22.6% | +23.6% | -46.2% | -38.0% |
| 6M | +62.8% | +20.4% | +42.4% | +34.5% |
| YTD | +68.3% | +15.4% | +52.9% | +44.7% |
| 1Y | +28.5% | +11.0% | +17.6% | +16.3% |
| 3Y | +554.0% | +70.5% | +483.6% | +296.7% |
| 5Y | -56.2% | +121.4% | -177.6% | -78.3% |
| All | -62.4% | +261.7% | -324.1% | -83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling