+317.7%
APH vs OUST
-52.6%
+370.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +15.7% | -21.9% | -7.9% |
| 7D | -2.4% | -0.2% | -2.2% | -2.6% |
| 30D | -9.5% | -24.0% | +14.5% | -7.0% |
| 3M | -7.6% | -29.9% | +22.3% | -4.5% |
| 6M | +12.4% | +19.1% | -6.8% | +7.6% |
| YTD | +17.5% | +55.0% | -37.5% | +8.4% |
| 1Y | +16.4% | +21.2% | -4.8% | +9.7% |
| 3Y | +281.6% | +626.0% | -344.4% | +179.1% |
| 5Y | +317.7% | -51.6% | +369.3% | +282.8% |
| All | +317.7% | -52.6% | +370.3% | +282.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling