+453.6%
APH vs OSCR
-10.4%
+464.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.9% |
| 7D | +5.0% | +5.8% | -0.9% | +4.5% |
| 30D | -3.9% | +7.1% | -11.0% | -4.5% |
| 3M | +13.0% | +36.7% | -23.7% | +9.7% |
| 6M | +25.2% | +114.3% | -89.1% | +16.5% |
| YTD | +22.9% | +124.4% | -101.5% | +13.8% |
| 1Y | +47.8% | +75.5% | -27.6% | +38.2% |
| 3Y | +283.0% | +390.1% | -107.1% | +214.6% |
| 5Y | +349.7% | +77.1% | +272.6% | +264.3% |
| All | +453.6% | -10.4% | +464.1% | +370.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling