+432.7%
APH vs OUST
-68.5%
+501.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -9.0% | -0.3% | -8.4% |
| 7D | -12.7% | -5.0% | -7.7% | -12.4% |
| 30D | -19.2% | -32.0% | +12.9% | -16.1% |
| 3M | -16.7% | -32.4% | +15.7% | -13.7% |
| 6M | +5.1% | +6.7% | -1.6% | +2.3% |
| YTD | +6.6% | +41.0% | -34.5% | +0.1% |
| 1Y | +3.9% | +18.0% | -14.1% | -1.0% |
| 3Y | +246.0% | +560.6% | -314.6% | +165.4% |
| 5Y | +268.0% | -55.1% | +323.1% | +220.8% |
| All | +432.7% | -68.5% | +501.2% | +369.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling