+3.9%
APH vs TOST
-6.2%
+10.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.6% | -8.7% | -9.3% |
| 7D | -12.7% | +11.6% | -24.3% | -13.2% |
| 30D | -19.2% | +16.2% | -35.4% | -19.9% |
| 3M | -16.7% | +1.0% | -17.7% | -16.7% |
| 6M | +5.1% | +23.2% | -18.1% | +2.3% |
| YTD | +6.6% | -1.0% | +7.5% | +1.2% |
| 1Y | +3.9% | -9.9% | +13.8% | +0.3% |
| All | +3.9% | -6.2% | +10.0% | +0.3% |
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