+202.5%
APO vs OUST
-65.4%
+267.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +15.7% | -7.6% | +6.3% |
| 7D | +8.2% | -0.2% | +8.4% | +8.1% |
| 30D | +6.4% | -24.0% | +30.4% | +9.3% |
| 3M | -7.4% | -29.9% | +22.4% | -4.5% |
| 6M | -4.2% | +19.1% | -23.3% | -10.2% |
| YTD | -14.1% | +55.0% | -69.1% | -22.9% |
| 1Y | -4.4% | +21.2% | -25.6% | -12.0% |
| 3Y | +51.2% | +626.0% | -574.8% | +1.1% |
| 5Y | +75.0% | -51.6% | +126.6% | +49.3% |
| All | +202.5% | -65.4% | +267.9% | +161.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling