+514.6%
APH vs OUST
-62.4%
+577.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.7% |
| 7D | +5.0% | +5.2% | -0.3% | +4.4% |
| 30D | -3.9% | -19.3% | +15.4% | -1.9% |
| 3M | +13.0% | -22.6% | +35.6% | +14.3% |
| 6M | +25.2% | +62.8% | -37.6% | +16.7% |
| YTD | +22.9% | +68.3% | -45.4% | +13.8% |
| 1Y | +47.8% | +28.5% | +19.3% | +38.6% |
| 3Y | +283.0% | +554.0% | -271.0% | +193.1% |
| 5Y | +349.7% | -56.2% | +405.9% | +288.5% |
| All | +514.6% | -62.4% | +577.0% | +434.0% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling