+16.4%
APH vs TOST
+2.2%
+14.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +5.5% | -11.6% | -6.4% |
| 7D | -2.4% | +10.7% | -13.1% | -3.0% |
| 30D | -9.5% | +17.7% | -27.2% | -10.5% |
| 3M | -7.6% | +4.6% | -12.2% | -7.9% |
| 6M | +12.4% | +20.3% | -7.9% | +9.4% |
| YTD | +17.5% | -0.4% | +17.9% | +12.7% |
| 1Y | +16.4% | -0.8% | +17.2% | +11.4% |
| All | +16.4% | +2.2% | +14.2% | +11.4% |
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