+268.0%
APH vs TOST
-41.7%
+309.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.6% | -8.7% | -9.2% |
| 7D | -12.7% | +11.6% | -24.3% | -14.5% |
| 30D | -19.2% | +16.2% | -35.4% | -21.5% |
| 3M | -16.7% | +1.0% | -17.7% | -17.2% |
| 6M | +5.1% | +23.2% | -18.1% | +0.2% |
| YTD | +6.6% | -1.0% | +7.5% | +4.8% |
| 1Y | +3.9% | -9.9% | +13.8% | +3.8% |
| 3Y | +246.0% | +101.0% | +145.0% | +194.3% |
| 5Y | +268.0% | -40.4% | +308.4% | +222.7% |
| All | +268.0% | -41.7% | +309.7% | +222.7% |
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