+494.5%
APH vs OUST
-60.6%
+555.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | -5.0% | +31.9% | -36.9% | -8.0% |
| 30D | -8.4% | -4.2% | -4.1% | -8.3% |
| 3M | -4.5% | -9.3% | +4.8% | -4.1% |
| 6M | +25.3% | +51.7% | -26.4% | +17.7% |
| YTD | +18.9% | +76.6% | -57.7% | +9.0% |
| 1Y | +11.9% | +48.9% | -37.0% | +4.0% |
| 3Y | +278.0% | +675.3% | -397.3% | +184.9% |
| 5Y | +306.4% | -44.0% | +350.5% | +246.0% |
| All | +494.5% | -60.6% | +555.1% | +411.5% |
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