+337.4%
APH vs TOST
-45.8%
+383.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +5.5% | -11.6% | -7.1% |
| 7D | -2.4% | +10.7% | -13.1% | -4.2% |
| 30D | -9.5% | +17.7% | -27.2% | -12.2% |
| 3M | -7.6% | +4.6% | -12.2% | -8.8% |
| 6M | +12.4% | +20.3% | -7.9% | +7.7% |
| YTD | +17.5% | -0.4% | +17.9% | +15.5% |
| 1Y | +16.4% | -0.8% | +17.2% | +14.2% |
| 3Y | +281.6% | +102.2% | +179.4% | +225.9% |
| 5Y | +317.7% | -41.3% | +359.0% | +265.2% |
| All | +337.4% | -45.8% | +383.2% | +284.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling