+16.8%
APD vs OUST
-64.1%
+80.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +14.0% | -15.5% | -2.0% |
| 7D | -3.7% | +17.0% | -20.7% | -4.3% |
| 30D | +9.6% | -16.5% | +26.1% | +10.1% |
| 3M | +1.6% | -23.7% | +25.3% | +2.3% |
| 6M | +2.2% | +18.4% | -16.2% | -0.2% |
| YTD | +25.9% | +60.8% | -34.9% | +20.7% |
| 1Y | +20.1% | +44.2% | -24.1% | +15.6% |
| 3Y | +12.4% | +668.1% | -655.7% | -4.3% |
| 5Y | +11.1% | -48.8% | +60.0% | 0.0% |
| All | +16.8% | -64.1% | +80.9% | +4.8% |
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