+15.4%
APD vs OUST
-62.4%
+77.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.6% | -1.0% |
| 7D | -2.2% | +5.2% | -7.4% | -2.4% |
| 30D | +2.1% | -19.3% | +21.4% | +2.8% |
| 3M | +7.2% | -22.6% | +29.8% | +7.3% |
| 6M | +11.2% | +62.8% | -51.5% | +7.2% |
| YTD | +24.4% | +68.3% | -44.0% | +19.4% |
| 1Y | +6.7% | +28.5% | -21.9% | +3.0% |
| 3Y | +9.2% | +554.0% | -544.8% | -6.3% |
| 5Y | +27.4% | -56.2% | +83.6% | +14.9% |
| All | +15.4% | -62.4% | +77.9% | +3.7% |
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