+22.0%
APD vs OUST
-62.3%
+84.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.6% | +0.5% |
| 7D | +2.2% | +19.9% | -17.8% | +1.4% |
| 30D | +9.4% | +3.6% | +5.8% | +9.1% |
| 3M | +4.7% | -20.6% | +25.3% | +5.2% |
| 6M | +5.5% | +35.1% | -29.6% | +2.5% |
| YTD | +31.4% | +69.1% | -37.7% | +25.7% |
| 1Y | +24.1% | +49.9% | -25.8% | +19.2% |
| 3Y | +28.8% | +642.4% | -613.6% | +9.9% |
| 5Y | +15.8% | -48.3% | +64.1% | +4.0% |
| All | +22.0% | -62.3% | +84.2% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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