+247.7%
APH vs OUST
+537.2%
-289.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -9.0% | -0.3% | -8.2% |
| 7D | -12.7% | -5.0% | -7.7% | -12.3% |
| 30D | -19.2% | -32.0% | +12.9% | -15.5% |
| 3M | -16.7% | -32.4% | +15.7% | -13.2% |
| 6M | +5.1% | +6.7% | -1.6% | +2.1% |
| YTD | +6.6% | +41.0% | -34.5% | -0.8% |
| 1Y | +3.9% | +18.0% | -14.1% | -1.8% |
| All | +247.7% | +537.2% | -289.4% | +167.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling