+47.1%
APO vs OUST
+626.4%
-579.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +14.0% | -14.5% | -1.9% |
| 7D | +0.8% | +17.0% | -16.2% | -1.0% |
| 30D | +1.0% | -16.5% | +17.5% | +2.4% |
| 3M | -8.4% | -23.7% | +15.3% | -6.7% |
| 6M | -9.1% | +18.4% | -27.5% | -14.4% |
| YTD | -18.3% | +60.8% | -79.1% | -26.6% |
| 1Y | -8.0% | +44.2% | -52.2% | -16.5% |
| 3Y | +47.1% | +668.1% | -621.0% | +11.4% |
| All | +47.1% | +626.4% | -579.4% | +11.4% |
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