+357.6%
APH vs TOST
-48.0%
+405.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +5.0% | -3.4% | +8.4% | +5.6% |
| 30D | -3.9% | -2.4% | -1.4% | -3.6% |
| 3M | +13.0% | +34.6% | -21.6% | +6.7% |
| 6M | +25.2% | +15.2% | +9.9% | +20.9% |
| YTD | +22.9% | -4.4% | +27.3% | +22.0% |
| 1Y | +47.8% | -17.4% | +65.3% | +50.1% |
| 3Y | +283.0% | +54.5% | +228.6% | +241.9% |
| All | +357.6% | -48.0% | +405.6% | +306.4% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling