-26.3%
APH vs TOST
-20.0%
-6.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -0.4% | -47.4% | -47.8% |
| 7D | -48.7% | -3.5% | -45.2% | -48.5% |
| 30D | -51.9% | -2.4% | -49.5% | -51.8% |
| 3M | -43.6% | +34.6% | -78.2% | -45.4% |
| 6M | -37.5% | +15.2% | -52.7% | -39.1% |
| YTD | -38.6% | -4.4% | -34.2% | -40.5% |
| 1Y | -26.3% | -17.4% | -8.9% | -27.4% |
| All | -26.3% | -20.0% | -6.3% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 1y: compounded portfolio wealth divided by compounded TOST 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…
1y analysis · Full analysis span regression · 6 months rolling