+78.7%
APO vs OUST
-53.0%
+131.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -8.5% | +10.3% | +2.8% |
| 7D | +5.8% | -3.8% | +9.5% | +6.1% |
| 30D | +8.9% | +5.1% | +3.8% | +7.6% |
| 3M | -13.6% | -25.8% | +12.2% | -11.6% |
| 6M | -5.4% | -2.0% | -3.4% | -9.0% |
| YTD | -13.6% | +54.7% | -68.3% | -23.1% |
| 1Y | -2.5% | +48.8% | -51.3% | -13.0% |
| 3Y | +50.9% | +607.8% | -557.0% | -1.4% |
| All | +78.7% | -53.0% | +131.8% | +61.7% |
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 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