+22.2%
APD vs OUST
-65.4%
+87.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +15.7% | -13.8% | +1.3% |
| 7D | +3.8% | -0.2% | +4.0% | +3.7% |
| 30D | +14.1% | -24.0% | +38.1% | +15.1% |
| 3M | +8.2% | -29.9% | +38.1% | +9.3% |
| 6M | +7.5% | +19.1% | -11.6% | +5.0% |
| YTD | +31.7% | +55.0% | -23.3% | +26.5% |
| 1Y | +35.1% | +21.2% | +13.9% | +30.9% |
| 3Y | +16.8% | +626.0% | -609.2% | -0.3% |
| 5Y | +19.4% | -51.6% | +71.0% | +7.6% |
| All | +22.2% | -65.4% | +87.6% | +9.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling