+294.9%
APH vs OSCR
+154.6%
+140.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.5% |
| 7D | +0.4% | -8.8% | +9.1% | +1.1% |
| 30D | -8.0% | -5.6% | -2.4% | -7.7% |
| 3M | -5.0% | +14.8% | -19.8% | -6.4% |
| 6M | +29.9% | +46.0% | -16.0% | +24.5% |
| YTD | +18.0% | +123.5% | -105.5% | +8.2% |
| 1Y | +11.3% | +116.2% | -104.9% | +2.1% |
| 3Y | +274.9% | +351.6% | -76.7% | +202.8% |
| All | +294.9% | +154.6% | +140.2% | +218.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling