+30.7%
TOST vs AAOX
-92.4%
+123.0%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.9% | -8.7% | +0.4% |
| 7D | +4.0% | -35.9% | +39.9% | +3.7% |
| 30D | +11.1% | -81.6% | +92.7% | +9.6% |
| 3M | +0.8% | -90.3% | +91.2% | -0.8% |
| 6M | +38.8% | -95.7% | +134.5% | +35.0% |
| All | +30.7% | -92.4% | +123.0% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 AAOX 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