+123.9%
APH vs TOST
-48.0%
+171.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -0.4% | -47.4% | -47.7% |
| 7D | -48.7% | -3.5% | -45.2% | -48.4% |
| 30D | -51.9% | -2.4% | -49.5% | -51.8% |
| 3M | -43.6% | +34.6% | -78.2% | -46.7% |
| 6M | -37.5% | +15.2% | -52.7% | -39.6% |
| YTD | -38.6% | -4.4% | -34.2% | -39.0% |
| 1Y | -26.3% | -17.4% | -8.9% | -25.1% |
| 3Y | +89.2% | +54.5% | +34.7% | +69.1% |
| All | +123.9% | -48.0% | +171.9% | +99.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling