+461.3%
APH vs OSCR
-9.0%
+470.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.6% | +4.0% | +4.5% |
| 7D | +1.4% | +1.6% | -0.2% | +1.2% |
| 30D | -1.2% | +10.7% | -11.9% | -2.1% |
| 3M | +10.3% | +13.4% | -3.1% | +8.8% |
| 6M | +25.2% | +144.6% | -119.4% | +15.3% |
| YTD | +24.6% | +128.0% | -103.4% | +15.2% |
| 1Y | +41.4% | +68.7% | -27.2% | +32.7% |
| 3Y | +297.8% | +398.8% | -101.0% | +226.3% |
| 5Y | +366.0% | +87.3% | +278.8% | +276.6% |
| All | +461.3% | -9.0% | +470.2% | +376.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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