+187.7%
APO vs OUST
-64.1%
+251.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +14.0% | -14.5% | -2.1% |
| 7D | +0.8% | +17.0% | -16.2% | -1.2% |
| 30D | +1.0% | -16.5% | +17.5% | +2.6% |
| 3M | -8.4% | -23.7% | +15.3% | -6.5% |
| 6M | -9.1% | +18.4% | -27.5% | -14.9% |
| YTD | -18.3% | +60.8% | -79.1% | -27.1% |
| 1Y | -8.0% | +44.2% | -52.2% | -17.1% |
| 3Y | +47.1% | +668.1% | -621.0% | -2.4% |
| 5Y | +67.2% | -48.8% | +116.0% | +41.6% |
| All | +187.7% | -64.1% | +251.8% | +147.6% |
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