+90.5%
APH vs OUST
+554.0%
-463.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +5.8% | -53.6% | -48.4% |
| 7D | -48.7% | -0.3% | -48.4% | -49.0% |
| 30D | -51.9% | -19.3% | -32.7% | -51.0% |
| 3M | -43.6% | -22.6% | -20.9% | -43.0% |
| 6M | -37.5% | +62.8% | -100.3% | -42.7% |
| YTD | -38.6% | +68.3% | -107.0% | -44.2% |
| 1Y | -26.3% | +28.5% | -54.9% | -32.1% |
| All | +90.5% | +554.0% | -463.5% | +39.7% |
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