+201.1%
APO vs OUST
-60.2%
+261.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +10.8% | -6.2% | +3.4% |
| 7D | +2.3% | +36.7% | -34.4% | -1.5% |
| 30D | +3.0% | -3.3% | +6.3% | +2.8% |
| 3M | -3.7% | -11.1% | +7.4% | -3.5% |
| 6M | -7.5% | +53.1% | -60.5% | -15.9% |
| YTD | -14.5% | +78.2% | -92.8% | -24.6% |
| 1Y | -6.2% | +50.0% | -56.2% | -15.8% |
| 3Y | +51.9% | +836.2% | -784.3% | -1.6% |
| 5Y | +76.5% | -50.0% | +126.4% | +49.3% |
| All | +201.1% | -60.2% | +261.3% | +156.1% |
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